+455.6%
TXN vs MAS
+230.1%
+225.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +4.5% | +2.1% | +4.4% |
| 7D | -2.1% | +3.3% | -5.4% | -3.5% |
| 30D | +4.7% | +25.5% | -20.7% | -6.6% |
| 3M | +3.9% | +11.8% | -7.9% | -2.1% |
| 6M | +3.8% | +21.3% | -17.5% | -7.2% |
| YTD | +74.2% | +37.7% | +36.4% | +44.4% |
| 1Y | +88.2% | +41.0% | +47.2% | +54.0% |
| 3Y | +124.0% | +63.0% | +61.0% | +66.9% |
| 5Y | +78.4% | +44.1% | +34.3% | +38.1% |
| 10Y | +455.6% | +224.3% | +231.3% | +176.7% |
| All | +455.6% | +230.1% | +225.4% | +176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 10y: compounded portfolio wealth divided by compounded MAS 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…
10y analysis · Full analysis span regression · 6 months rolling