+517.0%
MA vs TAP
-50.2%
+567.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.7% | -2.3% | -0.4% | -2.1% |
| 30D | +1.5% | -2.1% | +3.7% | +2.1% |
| 3M | +20.4% | +6.6% | +13.8% | +17.9% |
| 6M | +11.1% | -11.5% | +22.6% | +14.4% |
| YTD | +2.0% | -10.3% | +12.2% | +4.1% |
| 1Y | -2.2% | -14.4% | +12.2% | +1.0% |
| 3Y | +41.9% | -28.3% | +70.2% | +52.4% |
| 5Y | +75.4% | +1.7% | +73.6% | +64.6% |
| All | +517.0% | -50.2% | +567.1% | +518.0% |
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