-99.3%
MSTZ vs TAP
-18.4%
-80.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -2.1% | +19.8% | +18.3% |
| 7D | +13.4% | +7.7% | +5.7% | +10.6% |
| 30D | +37.5% | +14.4% | +23.1% | +32.1% |
| 3M | -69.9% | +2.0% | -72.0% | -70.2% |
| 6M | -32.0% | +2.5% | -34.4% | -32.6% |
| YTD | -81.2% | -6.4% | -74.8% | -81.1% |
| 1Y | -56.1% | -2.3% | -53.7% | -55.0% |
| All | -99.3% | -18.4% | -80.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling