+33.8%
MAS vs TRMB
+8.5%
+25.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | -0.8% | -2.5% | +1.8% | +0.3% |
| 30D | -5.6% | +1.5% | -7.1% | -6.2% |
| 3M | +4.4% | +6.8% | -2.3% | +1.4% |
| 6M | +7.2% | -14.9% | +22.1% | +13.4% |
| YTD | +16.1% | -24.1% | +40.2% | +28.3% |
| 1Y | +0.1% | -25.4% | +25.5% | +11.1% |
| All | +33.8% | +8.5% | +25.2% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling