-94.0%
MSTU vs TRMB
-29.0%
-65.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -5.3% |
| 7D | -22.0% | -5.4% | -16.6% | -14.5% |
| 30D | +60.3% | -2.0% | +62.3% | +69.0% |
| 3M | -3.7% | +12.3% | -16.0% | -20.2% |
| 6M | -45.2% | -17.6% | -27.6% | -19.3% |
| YTD | -64.3% | -27.5% | -36.9% | -40.4% |
| 1Y | -94.0% | -29.1% | -64.9% | -89.4% |
| All | -94.0% | -29.0% | -65.0% | -89.4% |
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 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