-59.8%
MSTZ vs TAP
-7.2%
-52.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.2% | +1.7% | +2.4% |
| 7D | +30.8% | +1.3% | +29.5% | +29.5% |
| 30D | +41.2% | +5.7% | +35.5% | +32.3% |
| 3M | -60.9% | -1.9% | -59.0% | -60.5% |
| 6M | -15.7% | +0.9% | -16.6% | -16.3% |
| YTD | -75.2% | -9.5% | -65.7% | -70.1% |
| 1Y | -59.8% | -9.0% | -50.8% | -51.1% |
| All | -59.8% | -7.2% | -52.6% | -51.1% |
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