+4,456.3%
MSI vs TAP
+806.5%
+3,649.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +7.7% | -8.0% | +15.7% | +9.3% |
| 30D | +19.9% | +4.1% | +15.9% | +18.8% |
| 3M | +14.9% | -4.4% | +19.3% | +15.5% |
| 6M | +37.2% | -1.9% | +39.2% | +37.1% |
| YTD | +40.8% | -12.1% | +52.8% | +43.1% |
| 1Y | +38.1% | -12.0% | +50.2% | +40.3% |
| 3Y | +77.7% | -25.0% | +102.7% | +84.2% |
| 5Y | +129.0% | -1.1% | +130.1% | +123.6% |
| 10Y | +671.3% | -47.6% | +718.9% | +712.2% |
| All | +4,456.3% | +806.5% | +3,649.8% | +3,226.6% |
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