+176.8%
MS vs TXG
+65.2%
+111.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | +5.1% | -1.8% | +6.9% | +5.3% |
| 30D | +5.7% | -20.4% | +26.1% | +8.5% |
| 3M | -12.2% | +0.1% | -12.2% | -13.5% |
| 6M | -0.5% | +176.2% | -176.7% | -16.4% |
| YTD | +9.8% | +256.8% | -247.0% | -11.9% |
| 1Y | +17.7% | +255.9% | -238.2% | -5.9% |
| 3Y | +176.8% | +60.2% | +116.6% | +124.8% |
| All | +176.8% | +65.2% | +111.6% | +124.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling