-85.6%
MSTU vs TXT
-11.0%
-74.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -2.8% |
| 7D | +21.3% | -4.8% | +26.1% | +27.0% |
| 30D | +90.8% | -10.6% | +101.4% | +110.0% |
| 3M | -6.8% | -13.2% | +6.4% | +4.2% |
| 6M | -39.8% | -20.3% | -19.5% | -25.5% |
| YTD | -55.7% | -9.3% | -46.4% | -54.9% |
| 1Y | -92.7% | -2.7% | -90.0% | -93.1% |
| All | -85.6% | -11.0% | -74.5% | -87.6% |
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 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