+197.3%
MKSI vs TRMB
+12.4%
+184.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.6% | +1.1% |
| 7D | +2.7% | -3.0% | +5.7% | +4.8% |
| 30D | -12.8% | +2.3% | -15.1% | -14.9% |
| 3M | -22.5% | +15.3% | -37.8% | -32.8% |
| 6M | +19.4% | -14.7% | +34.1% | +31.5% |
| YTD | +67.7% | -26.4% | +94.1% | +107.8% |
| 1Y | +131.4% | -30.4% | +161.8% | +202.9% |
| 3Y | +197.3% | +13.5% | +183.8% | +159.4% |
| All | +197.3% | +12.4% | +184.9% | +159.4% |
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