+13,314.4%
TXN vs MS
+6,088.6%
+7,225.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.6% | +1.7% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | -6.9% | -0.3% | -6.7% | -6.9% |
| 3M | -14.9% | +0.3% | -15.2% | -14.9% |
| 6M | +29.0% | +31.3% | -2.3% | +17.2% |
| YTD | +51.5% | +24.7% | +26.8% | +39.5% |
| 1Y | +41.6% | +47.9% | -6.4% | +22.7% |
| 3Y | +65.8% | +178.3% | -112.5% | +14.8% |
| 5Y | +56.8% | +144.9% | -88.1% | +12.3% |
| 10Y | +387.5% | +804.5% | -417.1% | +119.1% |
| All | +13,314.4% | +6,088.6% | +7,225.8% | +1,691.3% |
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