+88.0%
MSFU vs TAP
-9.1%
+97.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | +0.1% |
| 7D | -2.8% | +1.3% | -4.0% | -2.9% |
| 30D | -5.3% | +5.7% | -11.0% | -5.8% |
| 3M | +7.2% | -1.9% | +9.2% | +7.5% |
| 6M | +51.0% | +0.9% | +50.0% | +50.7% |
| YTD | -1.2% | -9.5% | +8.3% | -1.0% |
| 1Y | -10.3% | -9.0% | -1.4% | -10.3% |
| 3Y | +22.2% | -22.2% | +44.5% | +25.7% |
| All | +88.0% | -9.1% | +97.1% | +70.8% |
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