+503.8%
MS vs TXG
+21.5%
+482.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.4% |
| 7D | +2.5% | +9.4% | -6.9% | +1.1% |
| 30D | 0.0% | +26.1% | -26.1% | -3.9% |
| 3M | +2.4% | +124.8% | -122.4% | -10.5% |
| 6M | +36.4% | +215.2% | -178.8% | +12.3% |
| YTD | +23.8% | +302.2% | -278.4% | -2.3% |
| 1Y | +48.6% | +370.9% | -322.3% | +13.1% |
| 3Y | +179.1% | +38.5% | +140.6% | +141.5% |
| 5Y | +144.8% | -64.4% | +209.2% | +137.8% |
| All | +503.8% | +21.5% | +482.3% | +315.0% |
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