+8.2%
MOS vs TAP
-49.2%
+57.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +9.5% | -2.3% | +11.8% | +10.6% |
| 30D | +10.4% | -2.1% | +12.6% | +11.3% |
| 3M | +12.9% | +6.6% | +6.3% | +8.9% |
| 6M | +1.2% | -11.5% | +12.7% | +5.8% |
| YTD | +9.3% | -10.3% | +19.6% | +13.3% |
| 1Y | -18.0% | -14.4% | -3.6% | -13.5% |
| 3Y | -29.0% | -28.3% | -0.7% | -21.0% |
| 5Y | -9.6% | +1.7% | -11.3% | -19.4% |
| All | +8.2% | -49.2% | +57.3% | +6.9% |
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 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