+393.3%
TXN vs MS
+803.8%
-410.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +2.2% | +2.5% | -0.3% | +0.9% |
| 30D | -9.5% | 0.0% | -9.5% | -9.6% |
| 3M | -10.5% | +2.4% | -13.0% | -11.6% |
| 6M | +35.4% | +36.4% | -1.0% | +15.5% |
| YTD | +51.8% | +23.8% | +27.9% | +34.8% |
| 1Y | +42.9% | +48.6% | -5.7% | +15.4% |
| 3Y | +71.3% | +179.1% | -107.8% | -1.4% |
| 5Y | +58.0% | +144.8% | -86.8% | -5.0% |
| 10Y | +393.3% | +794.2% | -400.9% | +59.5% |
| All | +393.3% | +803.8% | -410.5% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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