+35.3%
MAS vs TXG
-66.1%
+101.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +1.9% |
| 7D | -0.8% | +1.8% | -2.6% | -1.1% |
| 30D | -5.6% | +32.0% | -37.6% | -10.5% |
| 3M | +4.4% | +87.0% | -82.6% | -7.7% |
| 6M | +7.2% | +180.1% | -172.9% | -12.5% |
| YTD | +16.1% | +284.1% | -268.0% | -11.1% |
| 1Y | +0.1% | +361.7% | -361.6% | -27.1% |
| 3Y | +28.3% | +15.9% | +12.4% | +12.7% |
| All | +35.3% | -66.1% | +101.3% | +20.5% |
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