+92.3%
MGY vs TXT
+10.7%
+81.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | +0.1% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | +6.5% | -10.2% | +16.7% | +11.8% |
| 3M | +0.3% | -13.3% | +13.6% | +6.2% |
| 6M | -2.4% | -14.4% | +12.0% | +2.8% |
| YTD | +29.0% | -9.1% | +38.1% | +30.1% |
| 1Y | +17.0% | -2.2% | +19.2% | +12.4% |
| 3Y | +26.2% | +5.1% | +21.1% | +12.4% |
| 5Y | +92.3% | +12.8% | +79.5% | +60.8% |
| All | +92.3% | +10.7% | +81.6% | +60.8% |
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