+161.8%
MS vs TXT
+10.0%
+151.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.2% |
| 7D | -3.4% | -2.5% | -0.8% | -2.2% |
| 30D | -3.9% | +12.8% | -16.8% | -9.7% |
| 3M | -15.9% | -3.6% | -12.3% | -14.6% |
| 6M | -2.5% | -6.9% | +4.5% | +0.2% |
| YTD | +5.1% | -2.2% | +7.3% | +3.7% |
| 1Y | +13.0% | +6.3% | +6.7% | +6.0% |
| All | +161.8% | +10.0% | +151.8% | +132.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling