-99.2%
MSTZ vs TAP
-21.8%
-77.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | -29.7% | -2.3% | -27.4% | -29.3% |
| 30D | -65.3% | -2.1% | -63.1% | -65.1% |
| 3M | -57.3% | +6.6% | -63.9% | -57.3% |
| 6M | -61.6% | -11.5% | -50.1% | -61.8% |
| YTD | -78.3% | -10.3% | -68.0% | -77.9% |
| 1Y | -30.2% | -14.4% | -15.9% | -29.0% |
| All | -99.2% | -21.8% | -77.5% | -99.2% |
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