+43.5%
MAS vs TXG
-67.6%
+111.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -14.0% | +10.6% | -1.2% |
| 7D | +4.6% | -28.8% | +33.4% | +9.8% |
| 30D | +19.9% | -28.0% | +47.9% | +25.2% |
| 3M | +8.9% | +22.3% | -13.4% | +2.1% |
| 6M | +20.2% | +163.8% | -143.6% | -2.8% |
| YTD | +33.9% | +256.0% | -222.1% | +1.2% |
| 1Y | +34.7% | +330.4% | -295.7% | -2.7% |
| 3Y | +60.4% | +46.2% | +14.2% | +32.2% |
| 5Y | +43.5% | -67.4% | +110.8% | +23.6% |
| All | +43.5% | -67.6% | +111.0% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling