+4,280.0%
MSI vs TAP
+821.1%
+3,458.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.3% |
| 7D | +4.7% | +0.5% | +4.2% | +4.4% |
| 30D | +14.8% | +9.1% | +5.6% | +12.7% |
| 3M | +8.8% | -3.8% | +12.6% | +9.3% |
| 6M | +19.3% | -3.4% | +22.7% | +19.6% |
| YTD | +35.3% | -10.6% | +46.0% | +37.2% |
| 1Y | +33.8% | -4.4% | +38.2% | +33.8% |
| 3Y | +74.4% | -24.4% | +98.8% | +80.5% |
| 5Y | +120.5% | +2.1% | +118.4% | +114.1% |
| 10Y | +685.2% | -48.7% | +733.9% | +729.3% |
| All | +4,280.0% | +821.1% | +3,458.8% | +3,088.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling