+7,105.1%
TRV vs MSI
+4,605.3%
+2,499.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +2.0% | +3.2% | -1.2% | +1.3% |
| 30D | +6.7% | +17.6% | -10.9% | +3.0% |
| 3M | +9.4% | +14.5% | -5.2% | +6.1% |
| 6M | +37.7% | +34.3% | +3.5% | +29.0% |
| YTD | +40.6% | +39.7% | +0.9% | +30.1% |
| 1Y | +42.4% | +40.2% | +2.3% | +31.7% |
| 3Y | +148.1% | +77.1% | +71.0% | +117.5% |
| 5Y | +181.7% | +124.0% | +57.6% | +133.0% |
| 10Y | +352.6% | +665.5% | -312.9% | +190.3% |
| All | +7,105.1% | +4,605.3% | +2,499.8% | +2,352.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling