+7,104.2%
TRV vs MSI
+4,598.2%
+2,506.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | +0.1% | +2.6% | -2.5% | -0.5% |
| 30D | +8.0% | +18.1% | -10.1% | +4.2% |
| 3M | +9.3% | +13.2% | -3.9% | +6.3% |
| 6M | +36.2% | +36.3% | -0.1% | +27.2% |
| YTD | +40.6% | +39.5% | +1.1% | +30.1% |
| 1Y | +43.1% | +36.9% | +6.2% | +32.9% |
| 3Y | +149.6% | +76.1% | +73.5% | +119.1% |
| 5Y | +181.6% | +123.7% | +57.9% | +133.1% |
| 10Y | +352.5% | +664.3% | -311.8% | +190.3% |
| All | +7,104.2% | +4,598.2% | +2,506.0% | +2,352.9% |
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