+206.7%
MGY vs TAP
-42.7%
+249.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.1% | +6.4% | +4.1% |
| 7D | -0.9% | -2.3% | +1.4% | 0.0% |
| 30D | +10.1% | -9.4% | +19.5% | +14.6% |
| 3M | -1.5% | -0.8% | -0.7% | -2.0% |
| 6M | -4.9% | -14.7% | +9.8% | +0.8% |
| YTD | +27.7% | -13.9% | +41.6% | +34.1% |
| 1Y | +20.1% | -18.6% | +38.7% | +28.7% |
| 3Y | +24.9% | -32.0% | +56.9% | +42.5% |
| 5Y | +91.6% | -1.0% | +92.6% | +71.3% |
| All | +206.7% | -42.7% | +249.4% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling