+13,824.2%
MA vs TAP
+108.2%
+13,716.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.7% | -2.3% | -0.4% | -1.9% |
| 30D | +1.5% | -2.1% | +3.7% | +2.2% |
| 3M | +20.4% | +6.6% | +13.8% | +17.4% |
| 6M | +11.1% | -11.5% | +22.6% | +15.0% |
| YTD | +2.0% | -10.3% | +12.2% | +4.5% |
| 1Y | -2.2% | -14.4% | +12.2% | +1.6% |
| 3Y | +41.9% | -28.3% | +70.2% | +54.0% |
| 5Y | +75.4% | +1.7% | +73.6% | +63.4% |
| 10Y | +527.5% | -49.2% | +576.8% | +605.6% |
| All | +13,824.2% | +108.2% | +13,716.0% | +8,638.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling