+43.0%
MTSI vs TRMB
-31.7%
+74.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.6% |
| 7D | +10.0% | +2.8% | +7.2% | +10.2% |
| 30D | -20.3% | -5.9% | -14.5% | -20.5% |
| 3M | -24.4% | -3.3% | -21.1% | -24.1% |
| 6M | -39.2% | +1.3% | -40.5% | -38.0% |
| YTD | +35.5% | -29.0% | +64.5% | +52.4% |
| 1Y | +43.0% | -27.8% | +70.8% | +58.2% |
| All | +43.0% | -31.7% | +74.8% | +58.2% |
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 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