+6,288.2%
MS vs TAP
+958.6%
+5,329.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.8% |
| 6M | +31.3% | -11.5% | +42.8% | +35.3% |
| YTD | +24.7% | -10.3% | +34.9% | +27.0% |
| 1Y | +47.9% | -14.4% | +62.3% | +52.3% |
| 3Y | +178.3% | -28.3% | +206.6% | +199.7% |
| 5Y | +144.9% | +1.7% | +143.2% | +128.6% |
| 10Y | +804.5% | -49.2% | +853.8% | +919.9% |
| All | +6,288.2% | +958.6% | +5,329.6% | +3,934.9% |
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