-65.1%
MSTZ vs TXT
+9.2%
-74.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -9.8% |
| 7D | +0.7% | +10.6% | -9.9% | +2.8% |
| 30D | +16.6% | +14.4% | +2.2% | +20.7% |
| 3M | -74.7% | -2.7% | -71.9% | -75.6% |
| 6M | -43.9% | -4.7% | -39.2% | -46.6% |
| YTD | -84.0% | -0.5% | -83.5% | -82.5% |
| 1Y | -65.1% | +8.7% | -73.8% | -48.2% |
| All | -65.1% | +9.2% | -74.3% | -48.2% |
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