+36.3%
TXN vs MSTU
-88.1%
+124.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.8% | +5.7% | -0.7% |
| 7D | +2.0% | -22.0% | +24.0% | +3.3% |
| 30D | -8.0% | +60.3% | -68.3% | -11.2% |
| 3M | -7.8% | -3.7% | -4.0% | -9.2% |
| 6M | +32.4% | -45.2% | +77.6% | +32.6% |
| YTD | +51.7% | -64.3% | +116.0% | +52.7% |
| 1Y | +44.3% | -94.0% | +138.3% | +62.1% |
| All | +36.3% | -88.1% | +124.4% | +28.8% |
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