+210.4%
MGY vs TXT
+74.1%
+136.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -1.2% |
| 7D | +3.5% | +2.5% | +1.1% | +2.0% |
| 30D | +5.3% | -8.9% | +14.1% | +11.1% |
| 3M | +2.6% | -13.6% | +16.2% | +10.7% |
| 6M | -3.3% | -13.1% | +9.8% | +2.3% |
| YTD | +29.2% | -7.0% | +36.2% | +29.7% |
| 1Y | +18.0% | -1.4% | +19.4% | +13.4% |
| 3Y | +30.0% | +7.0% | +23.1% | +15.6% |
| 5Y | +92.7% | +15.4% | +77.3% | +58.4% |
| All | +210.4% | +74.1% | +136.3% | +96.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling