+1,242.7%
TXN vs MTSI
+1,104.2%
+138.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +9.0% | -2.4% | +4.0% |
| 7D | -2.1% | +3.5% | -5.6% | -3.3% |
| 30D | +4.7% | -30.3% | +35.1% | +15.1% |
| 3M | +3.9% | -26.0% | +29.9% | +11.2% |
| 6M | +3.8% | -36.1% | +39.9% | +15.3% |
| YTD | +74.2% | +34.3% | +39.9% | +54.9% |
| 1Y | +88.2% | +35.3% | +52.9% | +66.6% |
| 3Y | +124.0% | +217.6% | -93.7% | +51.7% |
| 5Y | +78.4% | +210.1% | -131.7% | +19.6% |
| 10Y | +455.6% | +471.4% | -15.9% | +178.8% |
| All | +1,242.7% | +1,104.2% | +138.5% | +476.1% |
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 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