+157.9%
TRV vs MTSI
+320.9%
-162.9%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.5% | -4.8% | -1.4% |
| 7D | -0.1% | +1.4% | -1.5% | -0.2% |
| 30D | -3.4% | +2.1% | -5.5% | -3.5% |
| 3M | +26.4% | -29.7% | +56.1% | +27.2% |
| 6M | +19.3% | +12.5% | +6.8% | +17.7% |
| YTD | +28.3% | +57.0% | -28.7% | +24.5% |
| 1Y | +34.3% | +103.9% | -69.6% | +28.0% |
| 3Y | +140.1% | +223.6% | -83.4% | +117.3% |
| All | +157.9% | +320.9% | -162.9% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling