+190.4%
MAGS vs TXG
+26.0%
+164.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | 0.0% |
| 7D | -1.8% | +5.0% | -6.8% | -2.5% |
| 30D | +1.1% | +13.5% | -12.4% | -0.8% |
| 3M | +7.7% | +128.0% | -120.3% | -5.1% |
| 6M | +11.7% | +224.4% | -212.7% | -7.2% |
| YTD | +4.9% | +307.0% | -302.1% | -16.4% |
| 1Y | +14.3% | +427.2% | -412.9% | -13.5% |
| 3Y | +128.9% | +40.2% | +88.8% | +91.4% |
| All | +190.4% | +26.0% | +164.4% | +144.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling