+95.8%
TXN vs MS
+15.5%
+80.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.2% |
| 7D | +12.3% | +3.7% | +8.7% | +10.4% |
| 30D | +9.1% | +2.0% | +7.1% | +8.5% |
| 3M | +13.5% | -12.6% | +26.1% | +20.2% |
| 6M | +6.9% | -0.3% | +7.2% | +9.5% |
| YTD | +84.0% | +9.0% | +75.1% | +79.1% |
| 1Y | +95.8% | +13.9% | +81.9% | +84.9% |
| All | +95.8% | +15.5% | +80.3% | +84.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling