+674.5%
MSI vs TAP
-49.5%
+724.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.9% |
| 7D | +8.3% | -7.8% | +16.2% | +10.5% |
| 30D | +18.9% | +7.1% | +11.7% | +16.4% |
| 3M | +13.2% | -7.0% | +20.3% | +14.9% |
| 6M | +38.3% | -3.8% | +42.1% | +38.7% |
| YTD | +38.9% | -11.7% | +50.6% | +41.9% |
| 1Y | +36.7% | -10.1% | +46.8% | +38.8% |
| 3Y | +76.6% | -23.7% | +100.3% | +84.7% |
| 5Y | +124.5% | +2.9% | +121.6% | +111.1% |
| 10Y | +674.5% | -49.5% | +724.0% | +672.2% |
| All | +674.5% | -49.5% | +724.0% | +672.2% |
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