+0.6%
MOS vs TAP
-47.8%
+48.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +5.5% | -8.0% | +13.5% | +9.3% |
| 30D | +21.0% | +4.1% | +16.9% | +18.5% |
| 3M | -0.5% | -4.4% | +3.9% | +1.0% |
| 6M | +6.6% | -1.9% | +8.5% | +6.3% |
| YTD | -2.8% | -12.1% | +9.3% | +1.3% |
| 1Y | -8.1% | -12.0% | +4.0% | -4.4% |
| 3Y | -25.6% | -25.0% | -0.6% | -19.2% |
| 5Y | -29.8% | -1.1% | -28.7% | -36.8% |
| 10Y | +0.6% | -47.6% | +48.2% | -2.8% |
| All | +0.6% | -47.8% | +48.4% | -2.8% |
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