+2,859.0%
MSI vs TRMB
+3,381.2%
-522.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | -3.7% | -2.5% | -1.2% | -3.2% |
| 30D | +6.8% | +1.5% | +5.3% | +6.4% |
| 3M | +14.3% | +6.8% | +7.5% | +12.5% |
| 6M | -1.6% | -14.9% | +13.4% | +1.5% |
| YTD | +22.8% | -24.1% | +46.9% | +29.5% |
| 1Y | -1.1% | -25.4% | +24.3% | +4.4% |
| 3Y | +70.5% | +8.0% | +62.5% | +62.8% |
| 5Y | +102.8% | -37.3% | +140.1% | +115.5% |
| 10Y | +597.4% | +116.8% | +480.6% | +457.2% |
| All | +2,859.0% | +3,381.2% | -522.2% | +1,194.4% |
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 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