+41.6%
TXN vs MSTZ
-29.5%
+71.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.9% |
| 7D | -0.1% | -29.7% | +29.6% | -1.2% |
| 30D | -6.9% | -65.3% | +58.3% | -10.2% |
| 3M | -14.9% | -57.3% | +42.4% | -16.1% |
| 6M | +29.0% | -61.6% | +90.6% | +27.2% |
| YTD | +51.5% | -78.3% | +129.8% | +50.6% |
| 1Y | +41.6% | -30.2% | +71.8% | +64.9% |
| All | +41.6% | -29.5% | +71.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 1y: compounded portfolio wealth divided by compounded MSTZ 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…
1y analysis · Full analysis span regression · 6 months rolling