-18.0%
MOS vs TAP
-14.5%
-3.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +9.5% | -2.3% | +11.8% | +10.0% |
| 30D | +10.4% | -2.1% | +12.6% | +10.8% |
| 3M | +12.9% | +6.6% | +6.3% | +11.0% |
| 6M | +1.2% | -11.5% | +12.7% | +4.2% |
| YTD | +9.3% | -10.3% | +19.6% | +11.9% |
| 1Y | -18.0% | -14.4% | -3.6% | -15.0% |
| All | -18.0% | -14.5% | -3.5% | -15.0% |
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