+320.4%
MTSI vs TRMB
-37.2%
+357.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.1% |
| 7D | +1.4% | -2.5% | +3.9% | +2.9% |
| 30D | +2.1% | +1.5% | +0.6% | +0.4% |
| 3M | -29.7% | +6.8% | -36.5% | -33.9% |
| 6M | +12.5% | -14.9% | +27.5% | +21.4% |
| YTD | +57.0% | -24.1% | +81.1% | +81.0% |
| 1Y | +103.9% | -25.4% | +129.3% | +137.2% |
| 3Y | +223.6% | +8.0% | +215.6% | +187.5% |
| All | +320.4% | -37.2% | +357.6% | +450.1% |
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