+124.2%
MSI vs TAP
+0.6%
+123.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.5% |
| 7D | +3.2% | +1.3% | +2.0% | +3.0% |
| 30D | +17.6% | +5.7% | +11.9% | +16.0% |
| 3M | +14.5% | -1.9% | +16.4% | +14.6% |
| 6M | +34.3% | +0.9% | +33.3% | +33.3% |
| YTD | +39.7% | -9.5% | +49.2% | +41.5% |
| 1Y | +40.2% | -9.0% | +49.1% | +41.6% |
| 3Y | +77.1% | -22.2% | +99.4% | +83.4% |
| All | +124.2% | +0.6% | +123.6% | +117.3% |
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