+285.9%
TRV vs MTSI
+529.6%
-243.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.1% |
| 7D | +0.5% | +4.9% | -4.4% | +0.1% |
| 30D | -4.9% | -11.6% | +6.7% | -4.2% |
| 3M | +23.7% | -24.1% | +47.8% | +25.5% |
| 6M | +20.3% | +32.4% | -12.1% | +16.1% |
| YTD | +27.1% | +60.4% | -33.4% | +20.3% |
| 1Y | +35.3% | +111.0% | -75.6% | +24.6% |
| 3Y | +139.8% | +246.1% | -106.3% | +106.7% |
| 5Y | +153.9% | +340.3% | -186.5% | +110.2% |
| 10Y | +285.9% | +539.5% | -253.7% | +177.3% |
| All | +285.9% | +529.6% | -243.7% | +177.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling