+112.4%
MS vs TXG
-66.4%
+178.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.9% |
| 7D | -1.6% | -15.4% | +13.9% | +0.8% |
| 30D | -3.8% | -22.1% | +18.3% | -0.6% |
| 3M | -14.6% | +30.0% | -44.6% | -19.6% |
| 6M | -5.1% | +160.7% | -165.8% | -20.9% |
| YTD | +4.5% | +263.5% | -258.9% | -18.3% |
| 1Y | +13.5% | +356.0% | -342.5% | -15.1% |
| 3Y | +160.4% | +53.4% | +107.0% | +118.0% |
| All | +112.4% | -66.4% | +178.8% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling