+35.3%
MAS vs TAP
+2.2%
+33.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -0.8% | -2.3% | +1.6% | +0.1% |
| 30D | -5.6% | -2.1% | -3.4% | -4.9% |
| 3M | +4.4% | +6.6% | -2.2% | +1.7% |
| 6M | +7.2% | -11.5% | +18.7% | +11.5% |
| YTD | +16.1% | -10.3% | +26.4% | +20.1% |
| 1Y | +0.1% | -14.4% | +14.5% | +5.1% |
| 3Y | +28.3% | -28.3% | +56.6% | +41.7% |
| All | +35.3% | +2.2% | +33.1% | +31.1% |
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