+112.4%
MS vs TXT
+7.8%
+104.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.5% |
| 7D | -1.6% | -2.5% | +1.0% | -0.3% |
| 30D | -3.8% | +14.4% | -18.2% | -10.8% |
| 3M | -14.6% | -4.9% | -9.7% | -12.8% |
| 6M | -5.1% | -10.2% | +5.1% | -0.6% |
| YTD | +4.5% | -4.1% | +8.6% | +4.3% |
| 1Y | +13.5% | +4.0% | +9.6% | +8.0% |
| 3Y | +160.4% | +8.0% | +152.5% | +135.4% |
| All | +112.4% | +7.8% | +104.7% | +84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling