+537.5%
MAR vs TAP
-48.8%
+586.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.3% | +2.5% |
| 7D | +2.9% | -4.5% | +7.4% | +4.7% |
| 30D | +17.0% | +7.5% | +9.6% | +13.4% |
| 3M | +23.2% | -4.9% | +28.0% | +24.9% |
| 6M | +21.7% | -3.5% | +25.2% | +22.2% |
| YTD | +38.9% | -11.4% | +50.3% | +43.1% |
| 1Y | +48.7% | -10.8% | +59.5% | +52.5% |
| 3Y | +122.9% | -24.5% | +147.4% | +139.8% |
| 5Y | +177.5% | +2.5% | +175.0% | +154.4% |
| 10Y | +537.5% | -47.6% | +585.1% | +493.2% |
| All | +537.5% | -48.8% | +586.4% | +493.2% |
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