-99.3%
MSTZ vs TXT
-3.9%
-95.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.7% | +6.8% |
| 7D | +4.3% | -3.5% | +7.8% | +1.2% |
| 30D | +30.2% | +15.2% | +15.0% | +47.2% |
| 3M | -66.9% | -4.5% | -62.4% | -69.5% |
| 6M | -26.3% | -6.1% | -20.2% | -33.0% |
| YTD | -80.1% | -2.0% | -78.2% | -79.8% |
| 1Y | -57.5% | +4.2% | -61.7% | -52.7% |
| All | -99.3% | -3.9% | -95.4% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling