-92.0%
MSTU vs TXT
-5.1%
-86.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -1.9% | -11.0% | -11.3% |
| 7D | -23.0% | -1.1% | -21.9% | -22.4% |
| 30D | -47.7% | +13.3% | -60.9% | -53.7% |
| 3M | +12.5% | -5.1% | +17.6% | +15.9% |
| 6M | -76.1% | -7.1% | -68.9% | -75.3% |
| YTD | -75.5% | -3.2% | -72.3% | -76.8% |
| 1Y | -90.1% | +2.3% | -92.4% | -91.3% |
| All | -92.0% | -5.1% | -86.9% | -93.6% |
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 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