+507.9%
MS vs TXG
+16.0%
+491.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +1.4% | +1.8% | -0.4% | +1.1% |
| 30D | -0.3% | +32.0% | -32.3% | -4.9% |
| 3M | +0.3% | +87.0% | -86.7% | -9.9% |
| 6M | +31.3% | +180.1% | -148.7% | +10.1% |
| YTD | +24.7% | +284.1% | -259.5% | -0.9% |
| 1Y | +47.9% | +361.7% | -313.8% | +12.8% |
| 3Y | +178.3% | +15.9% | +162.4% | +147.4% |
| 5Y | +144.9% | -66.2% | +211.1% | +139.7% |
| All | +507.9% | +16.0% | +491.9% | +320.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling