+47.4%
MAS vs TXT
+13.1%
+34.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.3% | +6.9% | +6.4% |
| 7D | +14.2% | +10.6% | +3.5% | +7.2% |
| 30D | +26.8% | +14.4% | +12.4% | +16.7% |
| 3M | +13.1% | -2.7% | +15.9% | +14.5% |
| 6M | +27.9% | -4.7% | +32.6% | +31.0% |
| YTD | +38.7% | -0.5% | +39.2% | +37.9% |
| 1Y | +40.4% | +8.7% | +31.6% | +32.3% |
| 3Y | +66.1% | +12.1% | +54.0% | +49.7% |
| 5Y | +47.4% | +14.6% | +32.8% | +27.2% |
| All | +47.4% | +13.1% | +34.3% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling