-88.4%
MSTU vs TXT
-10.9%
-77.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.9% | -5.9% | -6.0% |
| 7D | -22.0% | -0.2% | -21.8% | -21.9% |
| 30D | +60.3% | -10.2% | +70.5% | +75.3% |
| 3M | -3.7% | -13.3% | +9.5% | +8.2% |
| 6M | -45.2% | -14.4% | -30.8% | -38.2% |
| YTD | -64.3% | -9.1% | -55.2% | -63.8% |
| 1Y | -94.0% | -2.2% | -91.9% | -94.4% |
| All | -88.4% | -10.9% | -77.5% | -90.0% |
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