+3,874.2%
MSI vs TAP
+825.0%
+3,049.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.7% | -2.3% | -1.4% | -3.3% |
| 30D | +6.8% | -2.1% | +9.0% | +7.2% |
| 3M | +14.3% | +6.6% | +7.7% | +12.8% |
| 6M | -1.6% | -11.5% | +9.9% | +0.3% |
| YTD | +22.8% | -10.3% | +33.1% | +24.7% |
| 1Y | -1.1% | -14.4% | +13.3% | +1.1% |
| 3Y | +70.5% | -28.3% | +98.8% | +78.5% |
| 5Y | +102.8% | +1.7% | +101.1% | +97.3% |
| 10Y | +597.4% | -49.2% | +646.6% | +639.0% |
| All | +3,874.2% | +825.0% | +3,049.2% | +2,797.8% |
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