+1,392.2%
MAS vs TXT
+2,070.1%
-677.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | -0.8% | -4.8% | +4.0% | +1.4% |
| 30D | -5.6% | -10.6% | +5.1% | -0.8% |
| 3M | +4.4% | -13.2% | +17.6% | +11.2% |
| 6M | +7.2% | -20.3% | +27.5% | +18.5% |
| YTD | +16.1% | -9.3% | +25.4% | +21.0% |
| 1Y | +0.1% | -2.7% | +2.8% | +1.0% |
| 3Y | +28.3% | +1.4% | +26.9% | +26.1% |
| 5Y | +30.5% | +9.6% | +20.9% | +22.6% |
| 10Y | +139.1% | +94.9% | +44.2% | +57.7% |
| All | +1,392.2% | +2,070.1% | -677.9% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling