+113.6%
MS vs TRMB
-38.8%
+152.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.5% |
| 7D | -3.4% | -17.9% | +14.5% | +3.6% |
| 30D | -3.9% | -12.0% | +8.1% | -0.2% |
| 3M | -15.9% | -8.4% | -7.5% | -14.6% |
| 6M | -2.5% | -21.5% | +19.1% | +5.7% |
| YTD | +5.1% | -31.5% | +36.6% | +21.3% |
| 1Y | +13.0% | -33.4% | +46.4% | +31.9% |
| 3Y | +160.7% | +26.5% | +134.2% | +126.3% |
| All | +113.6% | -38.8% | +152.4% | +136.9% |
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