+193.4%
MAGS vs TXG
+30.2%
+163.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.6% |
| 7D | +0.6% | +9.5% | -8.8% | -0.6% |
| 30D | +3.2% | +18.8% | -15.6% | +0.6% |
| 3M | +7.7% | +136.1% | -128.4% | -5.6% |
| 6M | +12.5% | +235.2% | -222.8% | -7.0% |
| YTD | +6.0% | +320.5% | -314.6% | -15.9% |
| 1Y | +14.4% | +425.2% | -410.8% | -13.3% |
| 3Y | +127.5% | +42.9% | +84.6% | +89.8% |
| All | +193.4% | +30.2% | +163.2% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling