+14.3%
MAGS vs TXT
-1.4%
+15.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +1.1% | -10.2% | +11.3% | +2.2% |
| 3M | +7.7% | -13.3% | +21.0% | +9.2% |
| 6M | +11.7% | -14.4% | +26.1% | +13.0% |
| YTD | +4.9% | -9.1% | +14.0% | +4.6% |
| 1Y | +14.3% | -2.2% | +16.5% | +11.9% |
| All | +14.3% | -1.4% | +15.7% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling