+70.1%
MA vs TAP
-23.3%
+93.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.1% | +0.4% |
| 7D | +1.8% | -4.5% | +6.3% | +2.7% |
| 30D | +11.8% | +7.5% | +4.4% | +10.5% |
| 3M | +17.2% | -4.9% | +22.0% | +18.1% |
| 6M | +33.4% | -3.5% | +36.9% | +33.8% |
| YTD | +16.1% | -11.4% | +27.6% | +17.7% |
| 1Y | +19.9% | -10.8% | +30.7% | +21.3% |
| 3Y | +70.1% | -24.5% | +94.6% | +76.6% |
| All | +70.1% | -23.3% | +93.3% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling