+826.3%
MTSI vs TRMB
+103.6%
+722.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.4% | -1.1% | -17.2% | -17.7% |
| 7D | -24.6% | -17.9% | -6.7% | -17.1% |
| 30D | -45.7% | -12.0% | -33.7% | -42.8% |
| 3M | -27.7% | -8.4% | -19.3% | -26.3% |
| 6M | -37.3% | -21.5% | -15.8% | -31.8% |
| YTD | +11.1% | -31.5% | +42.7% | +29.6% |
| 1Y | +27.2% | -33.4% | +60.6% | +50.6% |
| 3Y | +153.7% | +26.5% | +127.2% | +107.3% |
| 5Y | +159.0% | -37.9% | +196.9% | +210.0% |
| 10Y | +405.6% | +107.3% | +298.2% | +241.1% |
| All | +826.3% | +103.6% | +722.7% | +507.1% |
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 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