+149.3%
MA vs TXG
+7.8%
+141.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.5% |
| 7D | +1.3% | -1.8% | +3.1% | +1.4% |
| 30D | +9.6% | -20.4% | +30.0% | +11.5% |
| 3M | +16.8% | +0.1% | +16.7% | +15.1% |
| 6M | +35.2% | +176.2% | -141.0% | +17.8% |
| YTD | +16.6% | +256.8% | -240.2% | -2.5% |
| 1Y | +19.8% | +255.9% | -236.1% | -0.1% |
| 3Y | +70.7% | +60.2% | +10.5% | +49.3% |
| 5Y | +87.4% | -65.1% | +152.5% | +91.9% |
| All | +149.3% | +7.8% | +141.5% | +89.9% |
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