+1,406.1%
MAS vs TRMB
+3,381.2%
-1,975.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.0% |
| 7D | -0.8% | -2.5% | +1.8% | -0.3% |
| 30D | -5.6% | +1.5% | -7.1% | -5.9% |
| 3M | +4.4% | +6.8% | -2.3% | +3.1% |
| 6M | +7.2% | -14.9% | +22.1% | +10.1% |
| YTD | +16.1% | -24.1% | +40.2% | +21.7% |
| 1Y | +0.1% | -25.4% | +25.5% | +5.2% |
| 3Y | +28.3% | +8.0% | +20.3% | +25.3% |
| 5Y | +30.5% | -37.3% | +67.8% | +39.3% |
| 10Y | +139.1% | +116.8% | +22.3% | +105.7% |
| All | +1,406.1% | +3,381.2% | -1,975.0% | +785.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling