+207.5%
MSI vs TXG
+16.0%
+191.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -3.7% | +1.8% | -5.5% | -3.8% |
| 30D | +6.8% | +32.0% | -25.2% | +4.3% |
| 3M | +14.3% | +87.0% | -72.7% | +8.0% |
| 6M | -1.6% | +180.1% | -181.6% | -10.4% |
| YTD | +22.8% | +284.1% | -261.3% | +8.3% |
| 1Y | -1.1% | +361.7% | -362.8% | -14.8% |
| 3Y | +70.5% | +15.9% | +54.6% | +63.4% |
| 5Y | +102.8% | -66.2% | +169.0% | +110.6% |
| All | +207.5% | +16.0% | +191.5% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling