-3.5%
MSFU vs TXT
+9.2%
-12.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | -1.3% | +14.7% | +13.2% |
| 7D | +8.2% | +10.6% | -2.5% | +10.1% |
| 30D | +10.2% | +14.4% | -4.2% | +12.8% |
| 3M | +22.9% | -2.7% | +25.6% | +21.4% |
| 6M | +63.2% | -4.7% | +67.9% | +59.9% |
| YTD | +11.7% | -0.5% | +12.3% | +10.5% |
| 1Y | -3.5% | +8.7% | -12.2% | -3.9% |
| All | -3.5% | +9.2% | -12.7% | -3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling