+215.9%
MAS vs TAP
-49.3%
+265.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -0.3% |
| 7D | +2.0% | +0.5% | +1.4% | +1.8% |
| 30D | +19.4% | +9.1% | +10.2% | +15.8% |
| 3M | +9.4% | -3.8% | +13.2% | +10.7% |
| 6M | +15.3% | -3.4% | +18.8% | +16.2% |
| YTD | +31.3% | -10.6% | +42.0% | +35.6% |
| 1Y | +34.9% | -4.4% | +39.3% | +35.8% |
| 3Y | +58.6% | -24.4% | +83.0% | +71.1% |
| 5Y | +40.7% | +2.1% | +38.6% | +35.5% |
| All | +215.9% | -49.3% | +265.2% | +232.7% |
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