+92.1%
MA vs TAP
+1.8%
+90.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -1.8% | -8.0% | +6.2% | +0.1% |
| 30D | +11.0% | +4.1% | +7.0% | +10.0% |
| 3M | +17.9% | -4.4% | +22.2% | +18.9% |
| 6M | +33.2% | -1.9% | +35.1% | +33.3% |
| YTD | +16.5% | -12.1% | +28.5% | +18.8% |
| 1Y | +19.1% | -12.0% | +31.1% | +21.4% |
| 3Y | +70.6% | -25.0% | +95.6% | +78.8% |
| 5Y | +92.1% | -1.1% | +93.2% | +74.6% |
| All | +92.1% | +1.8% | +90.3% | +74.6% |
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 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