-18.4%
MSFU vs TAP
-19.0%
+0.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -2.9% |
| 7D | -3.2% | -2.3% | -0.8% | -3.4% |
| 30D | -3.1% | -9.4% | +6.3% | -4.7% |
| 3M | +35.3% | -0.8% | +36.1% | +35.4% |
| 6M | +31.6% | -14.7% | +46.3% | +25.2% |
| YTD | -9.5% | -13.9% | +4.4% | -13.5% |
| 1Y | -18.4% | -18.6% | +0.2% | -20.1% |
| All | -18.4% | -19.0% | +0.5% | -20.1% |
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