+1,392.2%
MAS vs TAP
+825.0%
+567.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -0.8% | -2.3% | +1.6% | -0.3% |
| 30D | -5.6% | -2.1% | -3.4% | -5.2% |
| 3M | +4.4% | +6.6% | -2.2% | +2.9% |
| 6M | +7.2% | -11.5% | +18.7% | +9.7% |
| YTD | +16.1% | -10.3% | +26.4% | +18.5% |
| 1Y | +0.1% | -14.4% | +14.5% | +3.1% |
| 3Y | +28.3% | -28.3% | +56.6% | +36.4% |
| 5Y | +30.5% | +1.7% | +28.8% | +28.2% |
| 10Y | +139.1% | -49.2% | +188.4% | +159.3% |
| All | +1,392.2% | +825.0% | +567.2% | +1,033.6% |
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