+121.0%
MAS vs TXG
+9.4%
+111.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.8% | +4.2% | +0.2% |
| 7D | +1.2% | +1.8% | -0.6% | +0.8% |
| 30D | +21.6% | -17.7% | +39.3% | +24.2% |
| 3M | +14.1% | +2.3% | +11.8% | +11.2% |
| 6M | +22.6% | +182.5% | -159.9% | -0.4% |
| YTD | +35.4% | +262.4% | -226.9% | +4.2% |
| 1Y | +37.5% | +254.1% | -216.6% | +5.7% |
| 3Y | +58.3% | +66.6% | -8.3% | +29.0% |
| 5Y | +39.1% | -64.5% | +103.6% | +30.7% |
| All | +121.0% | +9.4% | +111.6% | +63.2% |
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