+59.9%
TXN vs MSI
+97.7%
-37.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +2.7% | -4.0% | +6.6% | +4.4% |
| 30D | -6.7% | -0.5% | -6.3% | -6.8% |
| 3M | -8.9% | +11.4% | -20.3% | -13.8% |
| 6M | +34.7% | +1.0% | +33.7% | +32.8% |
| YTD | +53.3% | +20.7% | +32.7% | +37.6% |
| 1Y | +45.0% | -2.7% | +47.7% | +45.2% |
| 3Y | +73.1% | +68.2% | +4.9% | +24.0% |
| 5Y | +59.9% | +100.0% | -40.0% | +2.6% |
| All | +59.9% | +97.7% | -37.8% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling