+190.0%
MAGS vs TXG
+24.5%
+165.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.7% | -5.2% | -1.2% |
| 7D | +1.2% | +9.4% | -8.1% | 0.0% |
| 30D | -0.1% | +26.1% | -26.2% | -3.5% |
| 3M | +3.8% | +124.8% | -121.0% | -8.4% |
| 6M | +13.2% | +215.2% | -202.0% | -5.5% |
| YTD | +4.7% | +302.2% | -297.5% | -16.4% |
| 1Y | +14.4% | +370.9% | -356.5% | -11.9% |
| 3Y | +128.6% | +38.5% | +90.0% | +91.4% |
| All | +190.0% | +24.5% | +165.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling