+808.5%
MS vs TAP
-49.2%
+857.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | +1.4% | -2.3% | +3.7% | +2.2% |
| 30D | -0.3% | -2.1% | +1.9% | +0.3% |
| 3M | +0.3% | +6.6% | -6.3% | -3.2% |
| 6M | +31.3% | -11.5% | +42.8% | +36.0% |
| YTD | +24.7% | -10.3% | +34.9% | +27.3% |
| 1Y | +47.9% | -14.4% | +62.3% | +53.0% |
| 3Y | +178.3% | -28.3% | +206.6% | +203.7% |
| 5Y | +144.9% | +1.7% | +143.2% | +118.4% |
| All | +808.5% | -49.2% | +857.7% | +729.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling