-24.4%
MOS vs TAP
-23.7%
-0.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +1.1% |
| 7D | +21.6% | +0.5% | +21.1% | +21.6% |
| 30D | +12.0% | +9.1% | +2.8% | +10.1% |
| 3M | -3.9% | -3.8% | -0.1% | -3.2% |
| 6M | -3.3% | -3.4% | +0.1% | -2.8% |
| YTD | -4.6% | -10.6% | +6.0% | -2.7% |
| 1Y | -7.0% | -4.4% | -2.6% | -6.4% |
| 3Y | -24.4% | -24.4% | -0.1% | -20.5% |
| All | -24.4% | -23.7% | -0.8% | -20.5% |
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