+674.5%
MSI vs TXT
+115.3%
+559.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.2% | +0.4% | +1.8% |
| 7D | +8.3% | -3.5% | +11.9% | +9.6% |
| 30D | +18.9% | +15.2% | +3.7% | +12.8% |
| 3M | +13.2% | -4.5% | +17.7% | +14.5% |
| 6M | +38.3% | -6.1% | +44.4% | +40.1% |
| YTD | +38.9% | -2.0% | +40.8% | +37.8% |
| 1Y | +36.7% | +4.2% | +32.5% | +32.6% |
| 3Y | +76.6% | +14.4% | +62.2% | +61.2% |
| 5Y | +124.5% | +12.3% | +112.2% | +102.7% |
| 10Y | +674.5% | +101.8% | +572.7% | +419.5% |
| All | +674.5% | +115.3% | +559.2% | +419.5% |
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