+131.4%
MKSI vs TAP
-17.5%
+148.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.8% |
| 7D | +2.7% | -3.9% | +6.6% | +0.6% |
| 30D | -12.8% | -5.3% | -7.5% | -14.9% |
| 3M | -22.5% | -3.8% | -18.7% | -22.7% |
| 6M | +19.4% | -11.4% | +30.8% | +17.0% |
| YTD | +67.7% | -13.7% | +81.5% | +65.3% |
| 1Y | +131.4% | -17.2% | +148.6% | +128.3% |
| All | +131.4% | -17.5% | +148.9% | +128.3% |
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 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