-61.2%
MSTZ vs TXT
+4.1%
-65.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.3% |
| 7D | -1.2% | -2.5% | +1.3% | -1.8% |
| 30D | +22.2% | +14.4% | +7.8% | +26.7% |
| 3M | -70.4% | -4.9% | -65.5% | -71.4% |
| 6M | -31.0% | -10.2% | -20.8% | -36.0% |
| YTD | -81.0% | -4.1% | -77.0% | -79.5% |
| 1Y | -61.2% | +4.0% | -65.1% | -46.2% |
| All | -61.2% | +4.1% | -65.3% | -46.2% |
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