+84.3%
MKSI vs TXT
+14.1%
+70.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | 0.0% |
| 7D | +2.7% | +2.5% | +0.2% | +0.5% |
| 30D | -12.8% | -8.9% | -3.9% | -5.3% |
| 3M | -22.5% | -13.6% | -9.0% | -11.9% |
| 6M | +19.4% | -13.1% | +32.5% | +35.1% |
| YTD | +67.7% | -7.0% | +74.7% | +75.6% |
| 1Y | +131.4% | -1.4% | +132.8% | +129.4% |
| 3Y | +197.3% | +7.0% | +190.4% | +166.5% |
| All | +84.3% | +14.1% | +70.2% | +57.6% |
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