+34.9%
MAS vs TRMB
-33.2%
+68.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.1% |
| 7D | +2.0% | -16.7% | +18.6% | +5.8% |
| 30D | +19.4% | -9.9% | +29.3% | +20.1% |
| 3M | +9.4% | -7.6% | +17.0% | +8.9% |
| 6M | +15.3% | -14.7% | +30.0% | +17.2% |
| YTD | +31.3% | -30.9% | +62.3% | +42.5% |
| 1Y | +34.9% | -31.3% | +66.2% | +46.8% |
| All | +34.9% | -33.2% | +68.1% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling