+505.6%
MA vs TRMB
+114.9%
+390.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.3% | -0.9% |
| 7D | -1.8% | -0.3% | -1.5% | -1.6% |
| 30D | +1.4% | -1.2% | +2.6% | +1.8% |
| 3M | +17.7% | +9.6% | +8.1% | +12.7% |
| 6M | +9.7% | -16.1% | +25.8% | +17.0% |
| YTD | +0.5% | -25.0% | +25.5% | +12.1% |
| 1Y | -2.1% | -27.7% | +25.6% | +10.4% |
| 3Y | +40.1% | +15.3% | +24.8% | +22.9% |
| 5Y | +67.5% | -37.4% | +104.9% | +91.2% |
| 10Y | +505.6% | +117.5% | +388.1% | +288.4% |
| All | +505.6% | +114.9% | +390.7% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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