-99.2%
MSTZ vs TXT
-11.0%
-88.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.3% |
| 7D | -29.7% | -4.8% | -24.9% | -33.0% |
| 30D | -65.3% | -10.6% | -54.7% | -69.6% |
| 3M | -57.3% | -13.2% | -44.2% | -63.6% |
| 6M | -61.6% | -20.3% | -41.3% | -69.9% |
| YTD | -78.3% | -9.3% | -69.0% | -79.2% |
| 1Y | -30.2% | -2.7% | -27.6% | -24.6% |
| All | -99.2% | -11.0% | -88.2% | -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 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