-32.0%
MSTZ vs TXT
-6.9%
-25.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -1.6% | +19.3% | +18.0% |
| 7D | +13.4% | -2.5% | +15.9% | +13.9% |
| 30D | +37.5% | +12.8% | +24.7% | +33.2% |
| 3M | -69.9% | -3.6% | -66.3% | -69.7% |
| 6M | -32.0% | -6.9% | -25.0% | -34.0% |
| All | -32.0% | -6.9% | -25.1% | -34.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling