-5.8%
MSFU vs TAP
-6.0%
+0.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -2.6% |
| 7D | +2.5% | +0.5% | +1.9% | +3.0% |
| 30D | -1.3% | +9.1% | -10.4% | +0.5% |
| 3M | +8.6% | -3.8% | +12.4% | +8.7% |
| 6M | +48.4% | -3.4% | +51.8% | +47.1% |
| YTD | +1.6% | -10.6% | +12.2% | -2.1% |
| 1Y | -5.8% | -4.4% | -1.4% | -7.7% |
| All | -5.8% | -6.0% | +0.2% | -7.7% |
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 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