+26.9%
MTSI vs TRMB
-31.2%
+58.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.5% |
| 7D | -3.8% | -16.6% | +12.7% | -5.1% |
| 30D | -31.4% | -8.9% | -22.5% | -31.6% |
| 3M | -23.8% | -6.3% | -17.4% | -23.6% |
| 6M | -37.1% | -10.0% | -27.1% | -34.6% |
| YTD | +32.2% | -30.1% | +62.3% | +50.5% |
| 1Y | +26.9% | -31.3% | +58.2% | +47.5% |
| All | +26.9% | -31.2% | +58.1% | +47.5% |
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 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