+41.5%
TXN vs MSTU
-87.7%
+129.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.6% |
| 7D | +4.0% | -16.6% | +20.6% | +5.0% |
| 30D | -2.9% | +69.7% | -72.6% | -6.6% |
| 3M | -9.1% | -7.5% | -1.6% | -10.3% |
| 6M | +36.6% | -43.1% | +79.8% | +36.5% |
| YTD | +57.5% | -63.0% | +120.5% | +58.2% |
| 1Y | +49.5% | -93.8% | +143.3% | +67.6% |
| All | +41.5% | -87.7% | +129.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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