-90.1%
MSTU vs TAP
-13.1%
-77.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.3% | -12.6% | -13.2% |
| 7D | -23.0% | -6.3% | -16.7% | -27.1% |
| 30D | -47.7% | +2.7% | -50.4% | -45.5% |
| 3M | +12.5% | -3.7% | +16.2% | +11.3% |
| 6M | -76.1% | -2.0% | -74.0% | -75.4% |
| YTD | -75.5% | -12.3% | -63.2% | -78.3% |
| 1Y | -90.1% | -10.1% | -80.0% | -91.3% |
| All | -90.1% | -13.1% | -77.0% | -91.3% |
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 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