+400.7%
TXN vs MSI
+601.8%
-201.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.5% |
| 7D | +2.0% | -1.8% | +3.7% | +2.8% |
| 30D | -8.0% | -0.6% | -7.3% | -7.9% |
| 3M | -7.8% | +13.0% | -20.8% | -13.9% |
| 6M | +32.4% | +0.5% | +31.9% | +30.3% |
| YTD | +51.7% | +21.7% | +30.0% | +34.5% |
| 1Y | +44.3% | -2.6% | +46.9% | +43.3% |
| 3Y | +71.3% | +69.7% | +1.6% | +23.6% |
| 5Y | +56.4% | +102.8% | -46.4% | +1.0% |
| All | +400.7% | +601.8% | -201.1% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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