+74.4%
MSI vs TXT
+7.8%
+66.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.1% |
| 7D | +4.7% | -2.5% | +7.2% | +5.1% |
| 30D | +14.8% | +14.4% | +0.4% | +11.6% |
| 3M | +8.8% | -4.9% | +13.7% | +9.6% |
| 6M | +19.3% | -10.2% | +29.5% | +21.3% |
| YTD | +35.3% | -4.1% | +39.4% | +35.4% |
| 1Y | +33.8% | +4.0% | +29.8% | +31.7% |
| 3Y | +74.4% | +8.0% | +66.5% | +66.6% |
| All | +74.4% | +7.8% | +66.6% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling