-85.6%
MSTU vs TRMB
+1.7%
-87.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.1% | -1.1% |
| 7D | +21.3% | -2.5% | +23.9% | +28.5% |
| 30D | +90.8% | +1.5% | +89.3% | +88.9% |
| 3M | -6.8% | +6.8% | -13.5% | -19.7% |
| 6M | -39.8% | -14.9% | -24.9% | -15.4% |
| YTD | -55.7% | -24.1% | -31.6% | -20.3% |
| 1Y | -92.7% | -25.4% | -67.3% | -86.3% |
| All | -85.6% | +1.7% | -87.2% | -85.5% |
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 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