+6,288.2%
MS vs TRMB
+3,977.9%
+2,310.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +1.4% | -2.5% | +3.9% | +2.2% |
| 30D | -0.3% | +1.5% | -1.8% | -0.9% |
| 3M | +0.3% | +6.8% | -6.5% | -2.3% |
| 6M | +31.3% | -14.9% | +46.3% | +36.6% |
| YTD | +24.7% | -24.1% | +48.8% | +34.0% |
| 1Y | +47.9% | -25.4% | +73.3% | +59.6% |
| 3Y | +178.3% | +8.0% | +170.3% | +167.6% |
| 5Y | +144.9% | -37.3% | +182.2% | +171.8% |
| 10Y | +804.5% | +116.8% | +687.7% | +596.5% |
| All | +6,288.2% | +3,977.9% | +2,310.3% | +2,272.3% |
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