+810.2%
MS vs TXT
+97.6%
+712.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +1.4% | -4.8% | +6.2% | +4.3% |
| 30D | -0.3% | -10.6% | +10.4% | +6.3% |
| 3M | +0.3% | -13.2% | +13.5% | +8.1% |
| 6M | +31.3% | -20.3% | +51.7% | +48.3% |
| YTD | +24.7% | -9.3% | +33.9% | +29.3% |
| 1Y | +47.9% | -2.7% | +50.6% | +46.5% |
| 3Y | +178.3% | +1.4% | +177.0% | +164.3% |
| 5Y | +144.9% | +9.6% | +135.3% | +116.4% |
| All | +810.2% | +97.6% | +712.7% | +397.5% |
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