+578.8%
MS vs TRMB
+105.8%
+473.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.1% | +2.6% |
| 7D | +0.7% | -17.0% | +17.7% | +8.6% |
| 30D | -0.9% | -9.0% | +8.1% | +1.9% |
| 3M | -13.0% | -8.1% | -4.9% | -11.4% |
| 6M | -2.0% | -10.1% | +8.1% | 0.0% |
| YTD | +7.8% | -30.2% | +38.0% | +24.4% |
| 1Y | +17.9% | -30.7% | +48.5% | +36.2% |
| 3Y | +174.8% | +32.6% | +142.2% | +125.7% |
| 5Y | +119.9% | -38.1% | +158.0% | +155.8% |
| 10Y | +578.8% | +98.9% | +479.9% | +337.6% |
| All | +578.8% | +105.8% | +473.0% | +337.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling