+57.2%
TXN vs MTSI
+320.9%
-263.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +0.3% |
| 7D | -0.1% | +1.4% | -1.5% | -0.7% |
| 30D | -6.9% | +2.1% | -9.0% | -8.8% |
| 3M | -14.9% | -29.7% | +14.8% | -2.4% |
| 6M | +29.0% | +12.5% | +16.5% | +19.9% |
| YTD | +51.5% | +57.0% | -5.6% | +20.6% |
| 1Y | +41.6% | +103.9% | -62.4% | -1.4% |
| 3Y | +65.8% | +223.6% | -157.8% | -14.0% |
| All | +57.2% | +320.9% | -263.7% | -32.4% |
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