-99.3%
MSTZ vs TAP
-22.1%
-77.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.5% | +5.3% | +2.0% |
| 7D | -1.2% | +0.5% | -1.7% | -1.9% |
| 30D | +22.2% | +9.1% | +13.0% | +18.8% |
| 3M | -70.4% | -3.8% | -66.6% | -70.2% |
| 6M | -31.0% | -3.4% | -27.6% | -30.9% |
| YTD | -81.0% | -10.6% | -70.4% | -80.8% |
| 1Y | -61.2% | -4.4% | -56.8% | -59.5% |
| All | -99.3% | -22.1% | -77.2% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling