+14,366.7%
TXN vs MS
+5,088.7%
+9,277.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -7.8% | -1.6% | -6.3% | -7.2% |
| 30D | -3.6% | -3.8% | +0.2% | -2.1% |
| 3M | +0.1% | -14.6% | +14.7% | +5.8% |
| 6M | -3.2% | -5.1% | +1.9% | -1.4% |
| YTD | +63.4% | +4.5% | +58.8% | +60.1% |
| 1Y | +75.6% | +13.5% | +62.1% | +67.2% |
| 3Y | +104.0% | +160.4% | -56.4% | +45.0% |
| 5Y | +65.0% | +112.9% | -47.8% | +24.4% |
| 10Y | +437.9% | +633.4% | -195.5% | +160.2% |
| All | +14,366.7% | +5,088.7% | +9,277.9% | +1,955.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling