+92.3%
MA vs TAP
+2.0%
+90.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.5% |
| 7D | +2.3% | +0.5% | +1.8% | +2.2% |
| 30D | +14.7% | +9.1% | +5.5% | +12.4% |
| 3M | +13.5% | -3.8% | +17.3% | +14.3% |
| 6M | +33.1% | -3.4% | +36.6% | +33.6% |
| YTD | +15.1% | -10.6% | +25.7% | +16.9% |
| 1Y | +18.7% | -4.4% | +23.1% | +18.4% |
| 3Y | +72.1% | -24.4% | +96.4% | +80.1% |
| All | +92.3% | +2.0% | +90.4% | +72.5% |
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