-58.9%
MSTZ vs TAP
-11.8%
-47.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.6% |
| 7D | +31.0% | -8.0% | +39.0% | +39.3% |
| 30D | +34.0% | +4.1% | +29.9% | +26.8% |
| 3M | -67.7% | -4.4% | -63.3% | -66.7% |
| 6M | -14.9% | -1.9% | -13.0% | -13.6% |
| YTD | -79.1% | -12.1% | -67.0% | -74.4% |
| 1Y | -58.9% | -12.0% | -46.9% | -49.6% |
| All | -58.9% | -11.8% | -47.1% | -49.6% |
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