-65.1%
MSTZ vs TAP
+4.4%
-69.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.0% | -12.6% | -11.8% |
| 7D | +0.7% | +9.9% | -9.2% | -6.6% |
| 30D | +16.6% | +18.1% | -1.5% | +2.3% |
| 3M | -74.7% | +3.2% | -77.9% | -75.3% |
| 6M | -43.9% | +8.4% | -52.3% | -46.2% |
| YTD | -84.0% | -4.4% | -79.6% | -82.0% |
| 1Y | -65.1% | +3.2% | -68.3% | -54.7% |
| All | -65.1% | +4.4% | -69.5% | -54.7% |
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