+61.7%
MAS vs TAP
-20.1%
+81.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.6% |
| 7D | +4.6% | +7.7% | -3.1% | +1.7% |
| 30D | +19.9% | +14.4% | +5.5% | +14.0% |
| 3M | +8.9% | +2.0% | +6.9% | +7.9% |
| 6M | +20.2% | +2.5% | +17.7% | +18.4% |
| YTD | +33.9% | -6.4% | +40.3% | +36.4% |
| 1Y | +34.7% | -2.3% | +37.0% | +34.7% |
| All | +61.7% | -20.1% | +81.8% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling