-56.2%
MSTZ vs TAP
-13.1%
-43.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.3% | +13.1% | +13.1% |
| 7D | +25.6% | -6.3% | +31.9% | +32.1% |
| 30D | +50.6% | +2.7% | +47.9% | +44.0% |
| 3M | -64.5% | -3.7% | -60.8% | -63.6% |
| 6M | -14.0% | -2.0% | -12.0% | -12.6% |
| YTD | -76.4% | -12.3% | -64.0% | -71.0% |
| 1Y | -56.2% | -10.1% | -46.2% | -45.7% |
| All | -56.2% | -13.1% | -43.2% | -45.7% |
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