+35.6%
MSI vs TAP
-10.2%
+45.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | +8.3% | -7.8% | +16.2% | +9.3% |
| 30D | +18.9% | +7.1% | +11.7% | +17.4% |
| 3M | +13.2% | -7.0% | +20.3% | +14.0% |
| 6M | +38.3% | -3.8% | +42.1% | +38.2% |
| YTD | +38.9% | -11.7% | +50.6% | +41.2% |
| All | +35.6% | -10.2% | +45.8% | +37.9% |
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