+191.2%
MKSI vs TAP
-33.1%
+224.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +4.9% | -5.3% | +10.1% | +4.3% |
| 30D | -11.0% | -7.4% | -3.6% | -11.6% |
| 3M | -17.1% | -4.9% | -12.2% | -17.3% |
| 6M | +16.4% | -14.2% | +30.6% | +16.8% |
| YTD | +64.3% | -14.8% | +79.1% | +64.4% |
| 1Y | +137.7% | -18.1% | +155.8% | +139.6% |
| All | +191.2% | -33.1% | +224.3% | +206.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling