+27.5%
MSI vs TRMB
-31.2%
+58.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -17.3% | +18.5% | +3.5% |
| 7D | +2.8% | -15.7% | +18.5% | +4.8% |
| 30D | +9.1% | -7.8% | +16.9% | +9.3% |
| 3M | +12.5% | -9.3% | +21.8% | +12.9% |
| 6M | +14.2% | -20.8% | +35.0% | +15.7% |
| YTD | +30.7% | -30.8% | +61.5% | +32.7% |
| 1Y | +27.5% | -31.0% | +58.5% | +28.8% |
| All | +27.5% | -31.2% | +58.8% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling