-90.3%
MSTU vs TAP
-23.0%
-67.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.2% | -3.9% | -5.4% |
| 7D | -9.3% | -7.8% | -1.5% | -11.4% |
| 30D | -38.3% | +7.1% | -45.4% | -36.7% |
| 3M | +24.0% | -7.0% | +31.1% | +23.5% |
| 6M | -72.1% | -3.8% | -68.3% | -71.7% |
| YTD | -70.2% | -11.7% | -58.5% | -70.4% |
| 1Y | -89.6% | -10.1% | -79.5% | -89.7% |
| All | -90.3% | -23.0% | -67.3% | -90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling