-87.5%
MSTU vs TRMB
-1.9%
-85.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -0.8% |
| 7D | +12.9% | -2.9% | +15.8% | +20.9% |
| 30D | +68.3% | -1.8% | +70.1% | +77.8% |
| 3M | +0.4% | +8.4% | -8.0% | -17.2% |
| 6M | -41.5% | -18.5% | -23.0% | -10.2% |
| YTD | -61.7% | -26.7% | -35.0% | -26.0% |
| 1Y | -93.7% | -28.3% | -65.4% | -87.2% |
| All | -87.5% | -1.9% | -85.7% | -86.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling