+431.4%
MS vs TXG
+9.4%
+421.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | 0.0% |
| 7D | +3.7% | +1.8% | +1.9% | +3.3% |
| 30D | +2.0% | -17.7% | +19.6% | +4.4% |
| 3M | -12.6% | +2.3% | -14.9% | -14.2% |
| 6M | -0.3% | +182.5% | -182.8% | -17.2% |
| YTD | +9.0% | +262.4% | -253.4% | -13.8% |
| 1Y | +13.9% | +254.1% | -240.3% | -9.9% |
| 3Y | +173.6% | +66.6% | +107.0% | +127.4% |
| 5Y | +122.0% | -64.5% | +186.5% | +113.9% |
| All | +431.4% | +9.4% | +421.9% | +266.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling