+148.1%
TRV vs MTSI
+203.6%
-55.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | -0.2% |
| 7D | +2.0% | +10.0% | -8.0% | +2.4% |
| 30D | +6.7% | -20.3% | +27.1% | +6.2% |
| 3M | +9.4% | -24.4% | +33.8% | +8.8% |
| 6M | +37.7% | -39.2% | +76.9% | +36.9% |
| YTD | +40.6% | +35.5% | +5.1% | +39.0% |
| 1Y | +42.4% | +43.0% | -0.6% | +40.6% |
| 3Y | +148.1% | +196.3% | -48.1% | +147.9% |
| All | +148.1% | +203.6% | -55.5% | +147.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling