+149.1%
MA vs TXG
+14.9%
+134.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.6% | +0.4% |
| 7D | -1.8% | -8.1% | +6.3% | -1.1% |
| 30D | +11.0% | -17.5% | +28.5% | +12.5% |
| 3M | +17.9% | +6.1% | +11.8% | +15.6% |
| 6M | +33.2% | +202.7% | -169.5% | +15.0% |
| YTD | +16.5% | +280.4% | -264.0% | -3.1% |
| 1Y | +19.1% | +274.0% | -254.9% | -1.1% |
| 3Y | +70.6% | +74.9% | -4.3% | +47.7% |
| 5Y | +92.1% | -63.0% | +155.2% | +95.7% |
| All | +149.1% | +14.9% | +134.2% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling