-87.2%
MSTU vs TXT
+9.2%
-96.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.3% | +11.6% | +10.6% |
| 7D | -4.8% | +10.6% | -15.5% | -6.7% |
| 30D | -29.6% | +14.4% | -43.9% | -31.6% |
| 3M | +69.4% | -2.7% | +72.1% | +72.7% |
| 6M | -62.2% | -4.7% | -57.6% | -61.0% |
| YTD | -61.1% | -0.5% | -60.5% | -63.3% |
| 1Y | -87.2% | +8.7% | -95.9% | -91.3% |
| All | -87.2% | +9.2% | -96.3% | -91.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling