+1,682.0%
MAS vs TAP
+885.3%
+796.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.0% | +2.6% | +5.0% |
| 7D | +14.2% | +9.9% | +4.2% | +11.8% |
| 30D | +26.8% | +18.1% | +8.7% | +22.3% |
| 3M | +13.1% | +3.2% | +9.9% | +12.3% |
| 6M | +27.9% | +8.4% | +19.5% | +25.4% |
| YTD | +38.7% | -4.4% | +43.1% | +39.5% |
| 1Y | +40.4% | +3.2% | +37.1% | +38.8% |
| 3Y | +66.1% | -18.6% | +84.7% | +71.8% |
| 5Y | +47.4% | +10.1% | +37.3% | +42.4% |
| 10Y | +238.3% | -45.2% | +283.5% | +260.8% |
| All | +1,682.0% | +885.3% | +796.7% | +1,234.7% |
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 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