+112.9%
MA vs TXG
+22.9%
+89.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -3.5% | +5.0% | -8.5% | -4.0% |
| 30D | +0.7% | +13.5% | -12.8% | -0.8% |
| 3M | +15.8% | +128.0% | -112.2% | +4.8% |
| 6M | +10.2% | +224.4% | -214.2% | -5.0% |
| YTD | -0.5% | +307.0% | -307.5% | -16.9% |
| 1Y | -1.8% | +427.2% | -429.1% | -21.4% |
| 3Y | +38.7% | +40.2% | -1.4% | +25.6% |
| 5Y | +67.6% | -64.0% | +131.7% | +73.4% |
| All | +112.9% | +22.9% | +89.9% | +61.8% |
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