+92.3%
MGY vs TAP
-2.6%
+94.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.8% | -5.3% | +7.1% | +3.2% |
| 30D | +6.5% | -7.4% | +13.9% | +8.4% |
| 3M | +0.3% | -4.9% | +5.2% | +1.2% |
| 6M | -2.4% | -14.2% | +11.8% | +1.2% |
| YTD | +29.0% | -14.8% | +43.8% | +33.5% |
| 1Y | +17.0% | -18.1% | +35.1% | +22.3% |
| 3Y | +26.2% | -32.7% | +58.9% | +39.3% |
| 5Y | +92.3% | -0.5% | +92.8% | +66.0% |
| All | +92.3% | -2.6% | +94.9% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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