-88.4%
MSTU vs TRMB
-2.8%
-85.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.8% | -4.9% |
| 7D | -22.0% | -5.4% | -16.6% | -12.7% |
| 30D | +60.3% | -2.0% | +62.3% | +70.2% |
| 3M | -3.7% | +12.3% | -16.0% | -26.0% |
| 6M | -45.2% | -17.6% | -27.6% | -17.8% |
| YTD | -64.3% | -27.5% | -36.9% | -29.7% |
| 1Y | -94.0% | -29.1% | -64.9% | -87.6% |
| All | -88.4% | -2.8% | -85.6% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling