+821.9%
TRV vs MTSI
+1,004.6%
-182.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.7% | -2.6% |
| 7D | -0.3% | -10.0% | +9.7% | +0.3% |
| 30D | +9.6% | -37.2% | +46.8% | +12.6% |
| 3M | +2.7% | -30.1% | +32.8% | +4.5% |
| 6M | +32.0% | -31.9% | +63.9% | +33.5% |
| YTD | +37.8% | +23.2% | +14.6% | +31.9% |
| 1Y | +45.2% | +26.4% | +18.8% | +38.5% |
| 3Y | +145.3% | +186.2% | -40.9% | +112.9% |
| 5Y | +172.3% | +187.0% | -14.7% | +132.8% |
| 10Y | +367.3% | +460.4% | -93.0% | +245.2% |
| All | +821.9% | +1,004.6% | -182.7% | +533.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling