+96.0%
MA vs TXG
-62.8%
+158.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.7% | -9.3% | -0.3% |
| 7D | -0.3% | +5.5% | -5.9% | -0.9% |
| 30D | +11.3% | -19.3% | +30.7% | +12.8% |
| 3M | +16.7% | +25.0% | -8.4% | +12.9% |
| 6M | +32.8% | +201.2% | -168.4% | +16.7% |
| YTD | +15.6% | +298.8% | -283.2% | -2.3% |
| 1Y | +19.6% | +326.6% | -307.0% | -0.1% |
| 3Y | +72.1% | +78.3% | -6.2% | +51.8% |
| 5Y | +96.0% | -61.3% | +157.4% | +105.4% |
| All | +96.0% | -62.8% | +158.8% | +105.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling