+34.9%
MAS vs TXG
+350.5%
-315.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.1% |
| 7D | +2.0% | -15.4% | +17.4% | +2.9% |
| 30D | +19.4% | -22.1% | +41.5% | +20.8% |
| 3M | +9.4% | +30.0% | -20.6% | +3.4% |
| 6M | +15.3% | +160.7% | -145.4% | +0.5% |
| YTD | +31.3% | +263.5% | -232.1% | +13.1% |
| 1Y | +34.9% | +356.0% | -321.1% | +14.7% |
| All | +34.9% | +350.5% | -315.6% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling