+36.3%
TXN vs MSTZ
-99.2%
+135.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.2% | -8.0% | +0.6% |
| 7D | +2.2% | -25.4% | +27.6% | +1.0% |
| 30D | -9.5% | -60.9% | +51.4% | -13.0% |
| 3M | -10.5% | -54.2% | +43.6% | -12.0% |
| 6M | +35.4% | -65.0% | +100.4% | +32.8% |
| YTD | +51.8% | -76.5% | +128.3% | +49.5% |
| 1Y | +42.9% | -23.4% | +66.3% | +55.6% |
| All | +36.3% | -99.2% | +135.5% | +22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling