Upgrading’s Surprisingly Tax Efficiency
Before & After Tax Returns of Monthly Upgrader Portfolio

When considering the tax efficiency of an investment strategy, remember that your after-tax returns are only better than your pre-tax returns if you lose money. In other words, choosing a strategy based solely on its implied tax-efficiency may be hazardous to your financial health.

Upgrading is an active investment strategy, with turnover averaging over 100% annually. Nevertheless, it has proved to be surprisingly tax efficient.

Higher Turnover Doesn’t Mean Higher Taxes

One of the great investment myths is that higher turnover automatically means higher taxes. Portfolio turnover, or the frequency of trading, is just one of many factors that determine total return.

For example, with Upgrading, the positions we hold for only a few months are generally not big gainers, and in fact, some wind up as losses. Remember, we only sell our lowest ranking holdings. In a strategy like Upgrading, higher turnover often means realizing losses or relatively small gains. Our best holdings are generally held longer than a year, and when those gains are realized, they are passed along as long-term gains.

Before & After Tax Returns

In the table below we compare the pre-tax and post-tax returns of the MUP with the Vanguard 500 Index Fund (VFINX), a “classic” buy-andhold investment. On both a pre-tax and after-tax basis, the MUP was superior to that of VFINX. The pre-tax 10-year annualized total return on the MUP through the end of 2010 was 7.2%. After taxes, that drops to 5.1%.

What’s more, because we treat the MUP as an ongoing portfolio, the figures here do not reflect significant realized losses that can be carried forward into future tax years. As of December 31, 2010, the portfolio had a loss carry-forward equal to approximately 20% of the portfolio’s ending value.