-75.5%
MSTU vs TRMB
-1.2%
-74.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.8% |
| 7D | -25.8% | +2.8% | -28.6% | -27.1% |
| 30D | -43.9% | -5.9% | -38.0% | -47.4% |
| 3M | +2.9% | -3.3% | +6.2% | -3.5% |
| 6M | -75.5% | +1.3% | -76.8% | -76.4% |
| All | -75.5% | -1.2% | -74.3% | -76.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling