+3,246.4%
MSI vs TRMB
+3,100.8%
+145.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.6% | +2.4% |
| 7D | +8.3% | -17.0% | +25.3% | +12.3% |
| 30D | +18.9% | -9.0% | +27.9% | +20.7% |
| 3M | +13.2% | -8.1% | +21.3% | +14.6% |
| 6M | +38.3% | -10.1% | +48.3% | +40.2% |
| YTD | +38.9% | -30.2% | +69.1% | +48.3% |
| 1Y | +36.7% | -30.7% | +67.4% | +46.0% |
| 3Y | +76.6% | +32.6% | +43.9% | +60.9% |
| 5Y | +124.5% | -38.1% | +162.6% | +138.1% |
| 10Y | +674.5% | +98.9% | +575.6% | +527.3% |
| All | +3,246.4% | +3,100.8% | +145.6% | +1,382.2% |
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