+84.6%
TXN vs MTSI
+206.4%
-121.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.6% | +2.7% | -0.6% |
| 7D | +9.5% | +10.0% | -0.5% | +5.0% |
| 30D | +8.7% | -20.3% | +29.1% | +17.3% |
| 3M | +11.6% | -24.4% | +36.0% | +21.2% |
| 6M | +0.1% | -39.2% | +39.3% | +18.1% |
| YTD | +78.8% | +35.5% | +43.3% | +46.7% |
| 1Y | +91.2% | +43.0% | +48.2% | +52.8% |
| 3Y | +125.8% | +196.3% | -70.4% | +17.1% |
| All | +84.6% | +206.4% | -121.8% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling