+1,115.9%
MTSI vs TRMB
+114.4%
+1,001.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.2% | +7.2% | +8.6% |
| 7D | +7.2% | +4.1% | +3.1% | +5.2% |
| 30D | -18.4% | -5.1% | -13.4% | -17.4% |
| 3M | -16.7% | -2.6% | -14.1% | -17.7% |
| 6M | -31.7% | -2.7% | -29.0% | -33.7% |
| YTD | +45.9% | -27.9% | +73.8% | +65.7% |
| 1Y | +47.0% | -29.0% | +76.0% | +68.6% |
| 3Y | +224.1% | +35.0% | +189.1% | +156.1% |
| 5Y | +238.5% | -33.9% | +272.4% | +292.5% |
| 10Y | +512.7% | +106.1% | +406.6% | +311.1% |
| All | +1,115.9% | +114.4% | +1,001.5% | +676.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling