+2,175.0%
MKSI vs TRMB
+3,227.2%
-1,052.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | +4.9% | -5.4% | +10.3% | +7.3% |
| 30D | -11.0% | -2.0% | -9.0% | -10.7% |
| 3M | -17.1% | +12.3% | -29.4% | -22.5% |
| 6M | +16.4% | -17.6% | +34.0% | +23.7% |
| YTD | +64.3% | -27.5% | +91.7% | +82.9% |
| 1Y | +137.7% | -29.1% | +166.8% | +168.3% |
| 3Y | +189.1% | +11.5% | +177.6% | +176.2% |
| 5Y | +83.1% | -39.5% | +122.6% | +125.8% |
| 10Y | +509.4% | +118.6% | +390.7% | +367.6% |
| All | +2,175.0% | +3,227.2% | -1,052.2% | +749.0% |
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