-34.0%
MOS vs TAP
-1.4%
-32.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.2% | -4.5% |
| 7D | -2.6% | -6.3% | +3.8% | -0.8% |
| 30D | +13.5% | +2.7% | +10.8% | +12.6% |
| 3M | -2.9% | -3.7% | +0.8% | -2.1% |
| 6M | -1.0% | -2.0% | +1.0% | -1.0% |
| YTD | -7.2% | -12.3% | +5.1% | -4.4% |
| 1Y | -11.4% | -10.1% | -1.3% | -9.5% |
| 3Y | -29.0% | -25.3% | -3.7% | -24.8% |
| 5Y | -34.0% | -1.9% | -32.1% | -41.6% |
| All | -34.0% | -1.4% | -32.6% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling