+189.2%
MAGS vs TXT
+25.2%
+164.0%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -2.0% | -0.8% | -1.2% | -1.8% |
| 30D | -6.9% | +13.4% | -20.3% | -10.3% |
| 3M | +0.7% | -2.5% | +3.2% | +1.3% |
| 6M | -0.8% | -6.2% | +5.4% | +0.6% |
| YTD | +4.4% | -1.3% | +5.8% | +3.2% |
| 1Y | +3.9% | +4.3% | -0.4% | +0.4% |
| 3Y | +122.7% | +13.2% | +109.5% | +104.8% |
| All | +189.2% | +25.2% | +164.0% | +167.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling