+228.3%
MTSI vs TRMB
-35.0%
+263.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.5% | -1.0% |
| 7D | +29.1% | +4.1% | +25.0% | +26.6% |
| 30D | -20.4% | -7.0% | -13.4% | -18.7% |
| 3M | -20.9% | -0.9% | -20.0% | -22.9% |
| 6M | -32.3% | -1.2% | -31.0% | -35.1% |
| YTD | +43.5% | -28.7% | +72.2% | +67.7% |
| 1Y | +43.8% | -32.1% | +75.9% | +74.1% |
| 3Y | +218.8% | +33.4% | +185.3% | +140.3% |
| 5Y | +228.3% | -35.6% | +263.9% | +316.1% |
| All | +228.3% | -35.0% | +263.3% | +316.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling