+485.1%
TXN vs MTSI
+498.4%
-13.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | +12.3% | +29.1% | -16.8% | +3.1% |
| 30D | +9.1% | -20.4% | +29.5% | +15.9% |
| 3M | +13.5% | -20.9% | +34.4% | +19.6% |
| 6M | +6.9% | -32.3% | +39.2% | +17.6% |
| YTD | +84.0% | +43.5% | +40.6% | +57.6% |
| 1Y | +95.8% | +43.8% | +52.0% | +67.2% |
| 3Y | +130.3% | +218.8% | -88.4% | +48.0% |
| 5Y | +89.2% | +228.3% | -139.2% | +17.8% |
| All | +485.1% | +498.4% | -13.3% | +159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 10y: compounded portfolio wealth divided by compounded MTSI 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…
10y analysis · Full analysis span regression · 6 months rolling