+542.0%
MS vs TXT
+89.4%
+452.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.2% |
| 7D | +5.1% | +0.1% | +4.9% | +5.0% |
| 30D | +5.7% | +13.3% | -7.7% | -2.3% |
| 3M | -12.2% | -5.0% | -7.2% | -10.3% |
| 6M | -0.5% | -8.4% | +7.9% | +3.1% |
| YTD | +9.8% | -4.0% | +13.8% | +9.5% |
| 1Y | +17.7% | +2.8% | +14.9% | +12.6% |
| 3Y | +176.8% | +10.3% | +166.5% | +148.9% |
| 5Y | +123.7% | +9.2% | +114.6% | +97.6% |
| All | +542.0% | +89.4% | +452.6% | +270.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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