-3.5%
MSFU vs TAP
+4.4%
-7.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.5% | +3.0% | +10.4% | +14.1% |
| 7D | +8.2% | +9.9% | -1.8% | +10.4% |
| 30D | +10.2% | +18.1% | -7.9% | +13.6% |
| 3M | +22.9% | +3.2% | +19.7% | +24.4% |
| 6M | +63.2% | +8.4% | +54.8% | +66.9% |
| YTD | +11.7% | -4.4% | +16.1% | +8.8% |
| 1Y | -3.5% | +3.2% | -6.7% | -5.1% |
| All | -3.5% | +4.4% | -7.9% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling