+468.5%
TXN vs MAS
+215.0%
+253.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -3.0% |
| 7D | +9.5% | +3.0% | +6.5% | +7.9% |
| 30D | +8.7% | +22.4% | -13.7% | -1.9% |
| 3M | +11.6% | +14.5% | -2.9% | +3.9% |
| 6M | +0.1% | +27.1% | -27.0% | -12.6% |
| YTD | +78.8% | +35.8% | +43.0% | +49.2% |
| 1Y | +91.2% | +39.4% | +51.8% | +57.2% |
| 3Y | +125.8% | +60.3% | +65.6% | +69.5% |
| 5Y | +83.8% | +39.4% | +44.4% | +44.6% |
| All | +468.5% | +215.0% | +253.5% | +185.8% |
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