+57.7%
TRV vs MSTU
-88.1%
+145.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.8% | +7.0% | +0.2% |
| 7D | -1.8% | -22.0% | +20.2% | -1.7% |
| 30D | -2.1% | +60.3% | -62.4% | -2.3% |
| 3M | +21.2% | -3.7% | +24.9% | +21.1% |
| 6M | +22.0% | -45.2% | +67.2% | +22.1% |
| YTD | +27.7% | -64.3% | +92.0% | +27.9% |
| 1Y | +36.6% | -94.0% | +130.6% | +39.3% |
| All | +57.7% | -88.1% | +145.8% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling