+1,306.6%
TXN vs MTSI
+1,208.2%
+98.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.3% | -7.2% | +0.1% |
| 7D | -0.5% | +7.2% | -7.7% | -2.9% |
| 30D | +10.5% | -18.4% | +28.9% | +16.0% |
| 3M | +10.7% | -16.7% | +27.4% | +14.4% |
| 6M | +5.1% | -31.7% | +36.8% | +14.4% |
| YTD | +82.5% | +45.9% | +36.6% | +58.2% |
| 1Y | +98.2% | +47.0% | +51.2% | +71.2% |
| 3Y | +128.4% | +224.1% | -95.7% | +53.5% |
| 5Y | +89.0% | +238.5% | -149.5% | +23.4% |
| 10Y | +481.5% | +512.7% | -31.2% | +185.2% |
| All | +1,306.6% | +1,208.2% | +98.4% | +488.4% |
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 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