+1,067.7%
TXN vs MTSI
+1,308.1%
-240.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.5% | -1.6% | +0.8% |
| 7D | -0.1% | +1.4% | -1.5% | -0.5% |
| 30D | -6.9% | +2.1% | -9.0% | -8.1% |
| 3M | -14.9% | -29.7% | +14.8% | -6.5% |
| 6M | +29.0% | +12.5% | +16.5% | +23.2% |
| YTD | +51.5% | +57.0% | -5.6% | +30.9% |
| 1Y | +41.6% | +103.9% | -62.4% | +12.6% |
| 3Y | +65.8% | +223.6% | -157.8% | +13.2% |
| 5Y | +56.8% | +321.6% | -264.7% | -1.5% |
| 10Y | +387.5% | +517.7% | -130.2% | +141.0% |
| All | +1,067.7% | +1,308.1% | -240.5% | +386.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling