+122.2%
MAS vs TXG
+14.9%
+107.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -1.8% | -8.1% | +6.3% | -0.7% |
| 30D | +23.6% | -17.5% | +41.0% | +26.1% |
| 3M | +12.4% | +6.1% | +6.3% | +9.0% |
| 6M | +21.9% | +202.7% | -180.8% | -2.1% |
| YTD | +36.1% | +280.4% | -244.3% | +4.0% |
| 1Y | +39.5% | +274.0% | -234.5% | +6.4% |
| 3Y | +59.1% | +74.9% | -15.8% | +28.7% |
| 5Y | +44.4% | -63.0% | +107.5% | +34.8% |
| All | +122.2% | +14.9% | +107.3% | +62.9% |
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