+60.6%
TXN vs MSTU
-92.2%
+152.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.0% | +2.2% | -2.5% |
| 7D | +9.5% | -25.8% | +35.3% | +11.3% |
| 30D | +8.7% | -43.9% | +52.6% | +11.9% |
| 3M | +11.6% | +2.9% | +8.7% | +9.4% |
| 6M | +0.1% | -75.5% | +75.6% | +4.9% |
| YTD | +78.8% | -76.7% | +155.5% | +82.8% |
| 1Y | +91.2% | -88.9% | +180.2% | +104.7% |
| All | +60.6% | -92.2% | +152.9% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling