+72.2%
MSFU vs TXT
+29.3%
+43.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -3.2% | -0.2% | -2.9% | -3.1% |
| 30D | -3.1% | -11.1% | +7.9% | +1.2% |
| 3M | +35.3% | -13.0% | +48.3% | +41.8% |
| 6M | +31.6% | -16.2% | +47.8% | +39.0% |
| YTD | -9.5% | -8.7% | -0.8% | -9.5% |
| 1Y | -18.4% | -3.8% | -14.6% | -21.0% |
| 3Y | +26.9% | +5.5% | +21.4% | +11.9% |
| All | +72.2% | +29.3% | +43.0% | +29.5% |
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