+206.2%
MSI vs TXG
+27.0%
+179.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.2% |
| 7D | -0.4% | +9.5% | -9.9% | -1.1% |
| 30D | -0.8% | +18.8% | -19.5% | -2.2% |
| 3M | +13.9% | +136.1% | -122.2% | +5.8% |
| 6M | +1.3% | +235.2% | -233.9% | -9.0% |
| YTD | +22.3% | +320.5% | -298.2% | +7.2% |
| 1Y | -3.9% | +425.2% | -429.0% | -18.0% |
| 3Y | +69.9% | +42.9% | +27.0% | +59.5% |
| 5Y | +103.8% | -62.8% | +166.6% | +110.1% |
| All | +206.2% | +27.0% | +179.2% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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