+114.3%
MAS vs TXG
+9.8%
+104.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | +2.0% | -15.4% | +17.4% | +4.3% |
| 30D | +19.4% | -22.1% | +41.5% | +22.9% |
| 3M | +9.4% | +30.0% | -20.6% | +2.1% |
| 6M | +15.3% | +160.7% | -145.4% | -5.0% |
| YTD | +31.3% | +263.5% | -232.1% | +1.0% |
| 1Y | +34.9% | +356.0% | -321.1% | -1.1% |
| 3Y | +58.6% | +53.4% | +5.2% | +31.0% |
| 5Y | +40.7% | -66.7% | +107.4% | +33.3% |
| All | +114.3% | +9.8% | +104.5% | +58.2% |
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