+9.4%
TRV vs MSTU
+8.1%
+1.3%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | 0.0% |
| 7D | +2.0% | -25.8% | +27.8% | +2.1% |
| 30D | +6.7% | -43.9% | +50.6% | +6.7% |
| 3M | +9.4% | +2.9% | +6.5% | +9.0% |
| All | +9.4% | +8.1% | +1.3% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 3mo: compounded portfolio wealth divided by compounded MSTU 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…
3mo analysis · Full analysis span regression · Available span rolling