+37.2%
MSTZ vs TAP
+14.8%
+22.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -2.1% | +19.8% | +18.2% |
| 7D | +13.4% | +7.7% | +5.7% | +8.0% |
| 30D | +37.5% | +14.4% | +23.1% | +26.6% |
| All | +37.2% | +14.8% | +22.4% | +25.5% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling