+93.3%
MSFU vs TAP
-10.3%
+103.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | -1.5% |
| 7D | +2.5% | +0.5% | +1.9% | +2.5% |
| 30D | -1.3% | +9.1% | -10.4% | -2.2% |
| 3M | +8.6% | -3.8% | +12.4% | +9.1% |
| 6M | +48.4% | -3.4% | +51.8% | +48.7% |
| YTD | +1.6% | -10.6% | +12.2% | +1.9% |
| 1Y | -5.8% | -4.4% | -1.4% | -6.8% |
| 3Y | +30.9% | -24.4% | +55.3% | +35.7% |
| All | +93.3% | -10.3% | +103.6% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling