-38.6%
MTSI vs TRMB
-23.1%
-15.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.1% | -17.2% | -18.7% |
| 7D | -24.6% | -17.9% | -6.7% | -29.2% |
| 30D | -45.7% | -12.0% | -33.7% | -46.9% |
| 3M | -27.7% | -8.4% | -19.3% | -26.7% |
| All | -38.6% | -23.1% | -15.4% | -39.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling