+222.1%
MAS vs TXT
+116.5%
+105.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -2.7% |
| 7D | +4.6% | -2.5% | +7.1% | +5.8% |
| 30D | +19.9% | +12.8% | +7.0% | +13.3% |
| 3M | +8.9% | -3.6% | +12.5% | +10.4% |
| 6M | +20.2% | -6.9% | +27.1% | +23.8% |
| YTD | +33.9% | -2.2% | +36.0% | +34.7% |
| 1Y | +34.7% | +6.3% | +28.4% | +30.5% |
| 3Y | +60.4% | +10.3% | +50.1% | +51.4% |
| 5Y | +43.5% | +10.6% | +32.8% | +33.6% |
| All | +222.1% | +116.5% | +105.6% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling