+41.5%
MAS vs TXG
-66.4%
+107.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.9% |
| 7D | +2.4% | -15.4% | +17.8% | +4.8% |
| 30D | +19.8% | -22.1% | +41.9% | +23.5% |
| 3M | +9.8% | +30.0% | -20.2% | +1.9% |
| 6M | +15.8% | +160.7% | -144.9% | -6.1% |
| YTD | +31.8% | +263.5% | -231.6% | -0.7% |
| 1Y | +35.4% | +356.0% | -320.6% | -3.2% |
| 3Y | +59.2% | +53.4% | +5.8% | +30.1% |
| All | +41.5% | -66.4% | +107.9% | +22.0% |
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