+3,874.2%
MSI vs TXT
+2,070.1%
+1,804.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -3.7% | -4.8% | +1.1% | -2.0% |
| 30D | +6.8% | -10.6% | +17.4% | +11.0% |
| 3M | +14.3% | -13.2% | +27.5% | +19.6% |
| 6M | -1.6% | -20.3% | +18.8% | +5.9% |
| YTD | +22.8% | -9.3% | +32.0% | +25.8% |
| 1Y | -1.1% | -2.7% | +1.6% | -1.4% |
| 3Y | +70.5% | +1.4% | +69.1% | +63.7% |
| 5Y | +102.8% | +9.6% | +93.2% | +86.6% |
| 10Y | +597.4% | +94.9% | +502.5% | +379.5% |
| All | +3,874.2% | +2,070.1% | +1,804.1% | +872.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling