+5,285.6%
MS vs TAP
+1,003.8%
+4,281.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.1% | -3.8% | -5.2% |
| 7D | -3.4% | +7.7% | -11.1% | -5.9% |
| 30D | -3.9% | +14.4% | -18.3% | -8.5% |
| 3M | -15.9% | +2.0% | -17.9% | -17.0% |
| 6M | -2.5% | +2.5% | -5.0% | -4.7% |
| YTD | +5.1% | -6.4% | +11.5% | +5.1% |
| 1Y | +13.0% | -2.3% | +15.3% | +10.9% |
| 3Y | +160.7% | -20.3% | +181.0% | +169.6% |
| 5Y | +114.0% | +6.9% | +107.1% | +95.7% |
| 10Y | +637.5% | -46.3% | +683.8% | +713.0% |
| All | +5,285.6% | +1,003.8% | +4,281.9% | +3,238.7% |
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