+49.5%
TXN vs MSTZ
-18.6%
+68.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.8% | +7.6% | +3.7% |
| 7D | +4.0% | +17.0% | -13.1% | +4.7% |
| 30D | -2.9% | -61.8% | +58.9% | -5.9% |
| 3M | -9.1% | -54.6% | +45.5% | -10.1% |
| 6M | +36.6% | -59.3% | +95.9% | +35.3% |
| YTD | +57.5% | -74.6% | +132.1% | +57.8% |
| 1Y | +49.5% | -18.8% | +68.3% | +74.0% |
| All | +49.5% | -18.6% | +68.1% | +74.0% |
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