+102.8%
MSI vs TXT
+10.4%
+92.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.7% | -4.8% | +1.1% | -2.2% |
| 30D | +6.8% | -10.6% | +17.4% | +10.6% |
| 3M | +14.3% | -13.2% | +27.5% | +19.0% |
| 6M | -1.6% | -20.3% | +18.8% | +5.3% |
| YTD | +22.8% | -9.3% | +32.0% | +25.3% |
| 1Y | -1.1% | -2.7% | +1.6% | -1.7% |
| 3Y | +70.5% | +1.4% | +69.1% | +61.1% |
| All | +102.8% | +10.4% | +92.4% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling