+91.2%
TXN vs MS
+17.1%
+74.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -3.8% | +0.8% | -4.6% | -3.8% |
| 30D | +6.4% | -0.7% | +7.1% | +7.1% |
| 3M | +7.7% | -12.4% | +20.0% | +14.0% |
| 6M | +5.5% | -1.7% | +7.2% | +8.6% |
| YTD | +77.0% | +8.0% | +68.9% | +72.8% |
| 1Y | +91.2% | +16.2% | +75.0% | +77.5% |
| All | +91.2% | +17.1% | +74.1% | +77.5% |
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 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