+84.3%
MKSI vs TRMB
-39.0%
+123.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.6% | +1.0% |
| 7D | +2.7% | -3.0% | +5.7% | +5.1% |
| 30D | -12.8% | +2.3% | -15.1% | -15.2% |
| 3M | -22.5% | +15.3% | -37.8% | -33.7% |
| 6M | +19.4% | -14.7% | +34.1% | +30.7% |
| YTD | +67.7% | -26.4% | +94.1% | +105.8% |
| 1Y | +131.4% | -30.4% | +161.8% | +199.5% |
| 3Y | +197.3% | +13.5% | +183.8% | +151.6% |
| All | +84.3% | -39.0% | +123.3% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling