+663.4%
MSI vs TRMB
+102.3%
+561.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +3.2% | +2.8% | +0.4% | +2.3% |
| 30D | +17.6% | -5.9% | +23.4% | +18.8% |
| 3M | +14.5% | -3.3% | +17.8% | +14.4% |
| 6M | +34.3% | +1.3% | +32.9% | +31.5% |
| YTD | +39.7% | -29.0% | +68.7% | +53.5% |
| 1Y | +40.2% | -27.8% | +67.9% | +52.8% |
| 3Y | +77.1% | +36.3% | +40.8% | +46.9% |
| 5Y | +124.0% | -35.8% | +159.9% | +142.7% |
| All | +663.4% | +102.3% | +561.1% | +416.3% |
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 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