+222.1%
MAS vs TRMB
+104.0%
+118.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.0% |
| 7D | +4.6% | -17.9% | +22.5% | +11.9% |
| 30D | +19.9% | -12.0% | +31.9% | +24.6% |
| 3M | +8.9% | -8.4% | +17.3% | +11.2% |
| 6M | +20.2% | -21.5% | +41.7% | +30.1% |
| YTD | +33.9% | -31.5% | +65.4% | +53.0% |
| 1Y | +34.7% | -33.4% | +68.1% | +55.4% |
| 3Y | +60.4% | +26.5% | +33.9% | +38.6% |
| 5Y | +43.5% | -37.9% | +81.4% | +61.0% |
| All | +222.1% | +104.0% | +118.1% | +124.8% |
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