+460.8%
TXN vs MS
+575.1%
-114.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.5% | +5.0% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | +4.7% | -0.9% | +5.7% | +5.4% |
| 3M | +3.9% | -13.0% | +16.9% | +11.5% |
| 6M | +3.8% | -2.0% | +5.8% | +4.8% |
| YTD | +74.2% | +7.8% | +66.4% | +66.0% |
| 1Y | +88.2% | +17.9% | +70.4% | +71.3% |
| 3Y | +124.0% | +174.8% | -50.8% | +29.9% |
| 5Y | +78.4% | +119.9% | -41.5% | +13.1% |
| All | +460.8% | +575.1% | -114.4% | +118.1% |
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