+70.7%
MSFU vs TAP
-14.4%
+85.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -2.3% | -5.1% | +2.7% | -1.8% |
| 30D | -6.3% | -8.4% | +2.2% | -5.4% |
| 3M | +40.0% | -3.9% | +43.9% | +40.4% |
| 6M | +30.1% | -14.4% | +44.5% | +31.9% |
| YTD | -10.3% | -14.7% | +4.4% | -9.6% |
| 1Y | -19.0% | -18.7% | -0.4% | -17.7% |
| 3Y | +25.8% | -32.6% | +58.4% | +34.4% |
| All | +70.7% | -14.4% | +85.1% | +55.9% |
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 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