+27.9%
MAS vs TRMB
-20.4%
+48.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -17.3% | +23.0% | +8.4% |
| 7D | +14.2% | -15.7% | +29.9% | +16.2% |
| 30D | +26.8% | -7.8% | +34.6% | +24.8% |
| 3M | +13.1% | -9.3% | +22.4% | +11.8% |
| 6M | +27.9% | -20.8% | +48.8% | +24.0% |
| All | +27.9% | -20.4% | +48.4% | +24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling