-24.5%
MOS vs TAP
-20.1%
-4.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +3.7% |
| 7D | +22.5% | +7.7% | +14.8% | +20.8% |
| 30D | +6.6% | +14.4% | -7.8% | +3.8% |
| 3M | -3.8% | +2.0% | -5.8% | -4.3% |
| 6M | -2.2% | +2.5% | -4.7% | -2.9% |
| YTD | -4.8% | -6.4% | +1.7% | -3.7% |
| 1Y | -11.7% | -2.3% | -9.4% | -11.6% |
| All | -24.5% | -20.1% | -4.4% | -21.4% |
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