+104.6%
TXN vs MAS
+61.2%
+43.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -3.4% | -7.3% | -9.2% |
| 7D | -10.7% | +4.6% | -15.2% | -12.4% |
| 30D | -6.0% | +19.9% | -25.8% | -13.4% |
| 3M | +0.6% | +8.9% | -8.3% | -3.4% |
| 6M | 0.0% | +20.2% | -20.2% | -9.6% |
| YTD | +63.8% | +33.9% | +29.9% | +38.1% |
| 1Y | +73.8% | +34.7% | +39.1% | +45.8% |
| All | +104.6% | +61.2% | +43.4% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling