+118.5%
MAS vs TXG
+7.5%
+111.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -14.0% | +10.6% | -1.3% |
| 7D | +4.6% | -28.8% | +33.4% | +9.6% |
| 30D | +19.9% | -28.0% | +47.9% | +24.9% |
| 3M | +8.9% | +22.3% | -13.4% | +2.7% |
| 6M | +20.2% | +163.8% | -143.6% | -1.3% |
| YTD | +33.9% | +256.0% | -222.1% | +3.3% |
| 1Y | +34.7% | +330.4% | -295.7% | -0.3% |
| 3Y | +60.4% | +46.2% | +14.2% | +33.5% |
| 5Y | +43.5% | -67.4% | +110.8% | +36.3% |
| All | +118.5% | +7.5% | +111.0% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling