+913.4%
MSFT vs TAP
-47.7%
+961.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.4% | -6.3% | +3.9% | -1.3% |
| 30D | -3.8% | +2.7% | -6.5% | -4.4% |
| 3M | +6.4% | -3.7% | +10.1% | +6.8% |
| 6M | +28.8% | -2.0% | +30.8% | +28.6% |
| YTD | +8.8% | -12.3% | +21.2% | +10.3% |
| 1Y | +3.2% | -10.1% | +13.2% | +3.9% |
| 3Y | +44.8% | -25.3% | +70.1% | +49.6% |
| 5Y | +61.8% | -1.9% | +63.8% | +54.9% |
| All | +913.4% | -47.7% | +961.1% | +928.3% |
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