+98.2%
TXN vs MAS
+39.3%
+58.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.0% |
| 7D | -0.5% | -1.8% | +1.3% | +0.1% |
| 30D | +10.5% | +23.6% | -13.1% | +3.2% |
| 3M | +10.7% | +12.4% | -1.7% | +6.6% |
| 6M | +5.1% | +21.9% | -16.8% | -2.8% |
| YTD | +82.5% | +36.1% | +46.3% | +54.9% |
| 1Y | +98.2% | +39.5% | +58.7% | +66.0% |
| All | +98.2% | +39.3% | +58.8% | +66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling