+150.2%
MOS vs TAP
+825.0%
-674.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +9.5% | -2.3% | +11.8% | +10.1% |
| 30D | +10.4% | -2.1% | +12.6% | +10.9% |
| 3M | +12.9% | +6.6% | +6.3% | +10.7% |
| 6M | +1.2% | -11.5% | +12.7% | +3.8% |
| YTD | +9.3% | -10.3% | +19.6% | +11.6% |
| 1Y | -18.0% | -14.4% | -3.6% | -15.4% |
| 3Y | -29.0% | -28.3% | -0.7% | -24.5% |
| 5Y | -9.6% | +1.7% | -11.3% | -12.6% |
| 10Y | +6.1% | -49.2% | +55.3% | +16.3% |
| All | +150.2% | +825.0% | -674.8% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling