+469.9%
TXN vs MS
+576.8%
-106.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -3.8% | +0.8% | -4.6% | -4.0% |
| 30D | +6.4% | -0.7% | +7.1% | +7.0% |
| 3M | +7.7% | -12.4% | +20.0% | +15.1% |
| 6M | +5.5% | -1.7% | +7.2% | +6.4% |
| YTD | +77.0% | +8.0% | +68.9% | +68.5% |
| 1Y | +91.2% | +16.2% | +75.0% | +75.3% |
| 3Y | +121.5% | +171.3% | -49.8% | +29.3% |
| 5Y | +84.9% | +124.8% | -39.9% | +15.9% |
| 10Y | +469.9% | +553.7% | -83.8% | +121.3% |
| All | +469.9% | +576.8% | -106.9% | +121.3% |
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