+13,824.2%
MA vs TXT
+91.7%
+13,732.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | -2.7% | -4.8% | +2.1% | -1.1% |
| 30D | +1.5% | -10.6% | +12.1% | +5.4% |
| 3M | +20.4% | -13.2% | +33.6% | +25.8% |
| 6M | +11.1% | -20.3% | +31.5% | +18.9% |
| YTD | +2.0% | -9.3% | +11.2% | +4.0% |
| 1Y | -2.2% | -2.7% | +0.5% | -2.7% |
| 3Y | +41.9% | +1.4% | +40.5% | +36.9% |
| 5Y | +75.4% | +9.6% | +65.8% | +63.0% |
| 10Y | +527.5% | +94.9% | +432.7% | +353.0% |
| All | +13,824.2% | +91.7% | +13,732.4% | +10,931.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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