+26.4%
MTSI vs TRMB
-33.2%
+59.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.9% | +10.0% | +10.9% |
| 7D | -10.0% | -16.7% | +6.7% | -11.1% |
| 30D | -37.2% | -9.9% | -27.3% | -37.4% |
| 3M | -30.1% | -7.6% | -22.5% | -29.9% |
| 6M | -31.9% | -14.7% | -17.2% | -28.5% |
| YTD | +23.2% | -30.9% | +54.1% | +40.8% |
| 1Y | +26.4% | -31.3% | +57.7% | +45.9% |
| All | +26.4% | -33.2% | +59.6% | +45.9% |
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