+187.9%
MGY vs TXG
+27.0%
+160.9%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -0.2% |
| 7D | +3.5% | +9.5% | -5.9% | +2.6% |
| 30D | +5.3% | +18.8% | -13.5% | +3.4% |
| 3M | +2.6% | +136.1% | -133.5% | -6.8% |
| 6M | -3.3% | +235.2% | -238.5% | -16.4% |
| YTD | +29.2% | +320.5% | -291.3% | +8.1% |
| 1Y | +18.0% | +425.2% | -407.2% | -4.7% |
| 3Y | +30.0% | +42.9% | -12.9% | +15.8% |
| 5Y | +92.7% | -62.8% | +155.5% | +87.8% |
| All | +187.9% | +27.0% | +160.9% | +114.4% |
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