+568.4%
MA vs TAP
-48.8%
+617.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +1.8% | -4.5% | +6.3% | +3.1% |
| 30D | +11.8% | +7.5% | +4.4% | +9.5% |
| 3M | +17.2% | -4.9% | +22.0% | +18.5% |
| 6M | +33.4% | -3.5% | +36.9% | +34.1% |
| YTD | +16.1% | -11.4% | +27.6% | +18.9% |
| 1Y | +19.9% | -10.8% | +30.7% | +22.3% |
| 3Y | +70.1% | -24.5% | +94.6% | +79.6% |
| 5Y | +89.6% | +2.5% | +87.2% | +77.5% |
| 10Y | +568.4% | -47.6% | +616.0% | +562.0% |
| All | +568.4% | -48.8% | +617.3% | +562.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling