+514.9%
MKSI vs TAP
-49.9%
+564.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.7% |
| 7D | +2.7% | -3.9% | +6.6% | +3.8% |
| 30D | -12.8% | -5.3% | -7.5% | -11.7% |
| 3M | -22.5% | -3.8% | -18.7% | -22.7% |
| 6M | +19.4% | -11.4% | +30.8% | +21.8% |
| YTD | +67.7% | -13.7% | +81.5% | +71.6% |
| 1Y | +131.4% | -17.2% | +148.6% | +138.6% |
| 3Y | +197.3% | -33.1% | +230.4% | +225.7% |
| 5Y | +87.0% | +0.8% | +86.2% | +70.8% |
| All | +514.9% | -49.9% | +564.8% | +499.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling