+49.9%
TRV vs MTSI
+59.5%
-9.7%
-9.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.4% |
| 7D | +3.9% | -10.7% | +14.5% | +2.9% |
| 30D | +13.5% | -29.0% | +42.4% | +10.5% |
| 3M | +8.9% | -14.7% | +23.6% | +8.2% |
| 6M | +36.8% | -20.1% | +56.8% | +35.1% |
| YTD | +42.7% | +36.1% | +6.6% | +47.2% |
| 1Y | +49.9% | +61.7% | -11.9% | +56.3% |
| All | +49.9% | +59.5% | -9.7% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 1y: compounded portfolio wealth divided by compounded MTSI 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…
1y analysis · Full analysis span regression · 6 months rolling