+67.5%
MAS vs TRMB
+27.7%
+39.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -17.3% | +23.0% | +12.0% |
| 7D | +14.2% | -15.7% | +29.9% | +20.1% |
| 30D | +26.8% | -7.8% | +34.6% | +28.3% |
| 3M | +13.1% | -9.3% | +22.4% | +15.1% |
| 6M | +27.9% | -20.8% | +48.8% | +37.2% |
| YTD | +38.7% | -30.8% | +69.4% | +57.1% |
| 1Y | +40.4% | -31.0% | +71.4% | +58.8% |
| All | +67.5% | +27.7% | +39.8% | +33.9% |
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