+215.9%
MAS vs TRMB
+105.7%
+110.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.3% |
| 7D | +2.0% | -16.7% | +18.6% | +8.4% |
| 30D | +19.4% | -9.9% | +29.3% | +22.9% |
| 3M | +9.4% | -7.6% | +17.0% | +11.3% |
| 6M | +15.3% | -14.7% | +30.0% | +20.8% |
| YTD | +31.3% | -30.9% | +62.3% | +49.5% |
| 1Y | +34.9% | -31.3% | +66.2% | +53.6% |
| 3Y | +58.6% | +29.4% | +29.2% | +35.8% |
| 5Y | +40.7% | -37.4% | +78.1% | +57.4% |
| All | +215.9% | +105.7% | +110.1% | +119.7% |
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