+469.9%
TXN vs MAS
+219.2%
+250.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.3% |
| 7D | -3.8% | +3.6% | -7.4% | -5.4% |
| 30D | +6.4% | +23.8% | -17.4% | -4.5% |
| 3M | +7.7% | +14.4% | -6.7% | +0.3% |
| 6M | +5.5% | +19.7% | -14.3% | -5.2% |
| YTD | +77.0% | +36.0% | +41.0% | +47.6% |
| 1Y | +91.2% | +40.4% | +50.9% | +56.7% |
| 3Y | +121.5% | +58.9% | +62.6% | +67.1% |
| 5Y | +84.9% | +44.5% | +40.4% | +42.8% |
| 10Y | +469.9% | +214.8% | +255.1% | +186.3% |
| All | +469.9% | +219.2% | +250.7% | +186.3% |
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