+607.1%
MS vs TXT
+112.2%
+494.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.6% |
| 7D | -1.6% | -2.5% | +1.0% | -0.1% |
| 30D | -3.8% | +14.4% | -18.2% | -11.5% |
| 3M | -14.6% | -4.9% | -9.7% | -12.8% |
| 6M | -5.1% | -10.2% | +5.1% | -0.4% |
| YTD | +4.5% | -4.1% | +8.6% | +4.3% |
| 1Y | +13.5% | +4.0% | +9.6% | +7.9% |
| 3Y | +160.4% | +8.0% | +152.5% | +137.1% |
| 5Y | +112.9% | +8.4% | +104.4% | +88.6% |
| All | +607.1% | +112.2% | +494.9% | +248.3% |
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