+596.9%
MSI vs TAP
-51.4%
+648.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -4.0% | -5.1% | +1.1% | -2.7% |
| 30D | -0.5% | -8.4% | +8.0% | +1.8% |
| 3M | +11.4% | -3.9% | +15.3% | +12.3% |
| 6M | +1.0% | -14.4% | +15.4% | +4.6% |
| YTD | +20.7% | -14.7% | +35.4% | +24.9% |
| 1Y | -2.7% | -18.7% | +16.0% | +1.7% |
| 3Y | +68.2% | -32.6% | +100.8% | +82.7% |
| 5Y | +100.0% | -1.4% | +101.4% | +90.7% |
| 10Y | +596.9% | -50.4% | +647.3% | +600.7% |
| All | +596.9% | -51.4% | +648.2% | +600.7% |
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 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