+662.2%
MSI vs TXT
+90.9%
+571.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.2% |
| 7D | +2.6% | -1.1% | +3.7% | +3.0% |
| 30D | +18.1% | +13.3% | +4.9% | +12.8% |
| 3M | +13.2% | -5.1% | +18.3% | +14.8% |
| 6M | +36.3% | -7.1% | +43.4% | +38.6% |
| YTD | +39.5% | -3.2% | +42.7% | +39.1% |
| 1Y | +36.9% | +2.3% | +34.6% | +33.7% |
| 3Y | +76.1% | +11.1% | +65.0% | +62.5% |
| 5Y | +123.7% | +10.0% | +113.7% | +103.4% |
| All | +662.2% | +90.9% | +571.3% | +416.6% |
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