+5,285.6%
MS vs TXT
+1,077.3%
+4,208.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -5.0% |
| 7D | -3.4% | -2.5% | -0.8% | -2.0% |
| 30D | -3.9% | +12.8% | -16.8% | -10.8% |
| 3M | -15.9% | -3.6% | -12.3% | -14.8% |
| 6M | -2.5% | -6.9% | +4.5% | +0.1% |
| YTD | +5.1% | -2.2% | +7.3% | +3.8% |
| 1Y | +13.0% | +6.3% | +6.7% | +6.4% |
| 3Y | +160.7% | +10.3% | +150.4% | +137.0% |
| 5Y | +114.0% | +10.6% | +103.4% | +90.2% |
| 10Y | +637.5% | +121.0% | +516.5% | +311.1% |
| All | +5,285.6% | +1,077.3% | +4,208.3% | +1,069.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling