+393.3%
TXN vs MTSI
+529.6%
-136.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.5% |
| 7D | +2.2% | +4.9% | -2.7% | +0.6% |
| 30D | -9.5% | -11.6% | +2.1% | -6.1% |
| 3M | -10.5% | -24.1% | +13.5% | -3.1% |
| 6M | +35.4% | +32.4% | +2.9% | +22.3% |
| YTD | +51.8% | +60.4% | -8.7% | +28.0% |
| 1Y | +42.9% | +111.0% | -68.0% | +9.5% |
| 3Y | +71.3% | +246.1% | -174.8% | +9.4% |
| 5Y | +58.0% | +340.3% | -282.3% | -7.6% |
| 10Y | +393.3% | +539.5% | -146.3% | +119.1% |
| All | +393.3% | +529.6% | -136.3% | +119.1% |
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