+596.9%
MSI vs TRMB
+113.5%
+483.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | +0.1% |
| 7D | -4.0% | -2.9% | -1.1% | -3.0% |
| 30D | -0.5% | -1.8% | +1.3% | 0.0% |
| 3M | +11.4% | +8.4% | +3.0% | +8.0% |
| 6M | +1.0% | -18.5% | +19.5% | +7.5% |
| YTD | +20.7% | -26.7% | +47.4% | +32.6% |
| 1Y | -2.7% | -28.3% | +25.6% | +7.3% |
| 3Y | +68.2% | +12.6% | +55.6% | +51.3% |
| 5Y | +100.0% | -38.7% | +138.7% | +123.1% |
| 10Y | +596.9% | +120.8% | +476.1% | +351.4% |
| All | +596.9% | +113.5% | +483.3% | +351.4% |
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