+24,087.2%
TXN vs MSI
+4,605.3%
+19,481.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | +9.5% | +3.2% | +6.2% | +7.8% |
| 30D | +8.7% | +17.6% | -8.9% | -0.3% |
| 3M | +11.6% | +14.5% | -2.9% | +3.4% |
| 6M | +0.1% | +34.3% | -34.2% | -15.2% |
| YTD | +78.8% | +39.7% | +39.1% | +46.9% |
| 1Y | +91.2% | +40.2% | +51.1% | +56.7% |
| 3Y | +125.8% | +77.1% | +48.7% | +61.3% |
| 5Y | +83.8% | +124.0% | -40.3% | +14.8% |
| 10Y | +469.9% | +665.5% | -195.6% | +80.9% |
| All | +24,087.2% | +4,605.3% | +19,481.9% | +1,545.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling