+104.6%
MSI vs TXG
-62.8%
+167.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.3% | -2.8% | +0.3% |
| 7D | -0.4% | +9.5% | -9.9% | -1.0% |
| 30D | -0.8% | +18.8% | -19.5% | -2.0% |
| 3M | +13.9% | +136.1% | -122.2% | +6.8% |
| 6M | +1.3% | +235.2% | -233.9% | -7.8% |
| YTD | +22.3% | +320.5% | -298.2% | +8.9% |
| 1Y | -3.9% | +425.2% | -429.0% | -16.5% |
| 3Y | +69.9% | +42.9% | +27.0% | +62.7% |
| All | +104.6% | -62.8% | +167.4% | +107.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling