-93.7%
MSTU vs TAP
-19.6%
-74.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -6.0% |
| 7D | +12.9% | -5.1% | +18.0% | +9.3% |
| 30D | +68.3% | -8.4% | +76.8% | +59.8% |
| 3M | +0.4% | -3.9% | +4.3% | -1.1% |
| 6M | -41.5% | -14.4% | -27.1% | -43.8% |
| YTD | -61.7% | -14.7% | -47.0% | -65.5% |
| 1Y | -93.7% | -18.7% | -75.0% | -93.8% |
| All | -93.7% | -19.6% | -74.0% | -93.8% |
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 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