+118.0%
MOS vs TAP
+864.5%
-746.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.1% | +5.4% | +3.8% |
| 7D | +22.5% | +7.7% | +14.8% | +20.3% |
| 30D | +6.6% | +14.4% | -7.8% | +3.1% |
| 3M | -3.8% | +2.0% | -5.8% | -4.5% |
| 6M | -2.2% | +2.5% | -4.7% | -3.3% |
| YTD | -4.8% | -6.4% | +1.7% | -3.9% |
| 1Y | -11.7% | -2.3% | -9.4% | -11.9% |
| 3Y | -26.5% | -20.3% | -6.2% | -23.9% |
| 5Y | -32.2% | +6.9% | -39.1% | -35.3% |
| 10Y | +10.2% | -46.3% | +56.5% | +19.1% |
| All | +118.0% | +864.5% | -746.5% | +68.8% |
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