+114.0%
MS vs TAP
+6.9%
+107.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.6% |
| 7D | -3.4% | +7.7% | -11.1% | -4.6% |
| 30D | -3.9% | +14.4% | -18.3% | -6.2% |
| 3M | -15.9% | +2.0% | -17.9% | -16.3% |
| 6M | -2.5% | +2.5% | -5.0% | -3.3% |
| YTD | +5.1% | -6.4% | +11.5% | +5.5% |
| 1Y | +13.0% | -2.3% | +15.3% | +11.8% |
| 3Y | +160.7% | -20.3% | +181.0% | +168.8% |
| 5Y | +114.0% | +6.9% | +107.1% | +87.8% |
| All | +114.0% | +6.9% | +107.1% | +87.8% |
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 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