+157.0%
MKSI vs TAP
-14.5%
+171.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.4% | +4.2% |
| 7D | +1.8% | -2.3% | +4.1% | +0.5% |
| 30D | -16.8% | -2.1% | -14.6% | -17.4% |
| 3M | -21.1% | +6.6% | -27.7% | -18.3% |
| 6M | +10.8% | -11.5% | +22.3% | +9.6% |
| YTD | +63.3% | -10.3% | +73.6% | +64.3% |
| 1Y | +157.0% | -14.4% | +171.4% | +167.0% |
| All | +157.0% | -14.5% | +171.5% | +167.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling