+584.1%
MA vs NTAP
+600.9%
-16.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.7% |
| 7D | -0.5% | +9.9% | -10.4% | -3.3% |
| 30D | +7.9% | -22.1% | +30.0% | +15.4% |
| 3M | +16.8% | -7.7% | +24.5% | +17.8% |
| 6M | +31.0% | +60.9% | -30.0% | +7.4% |
| YTD | +15.0% | +76.4% | -61.4% | -9.6% |
| 1Y | +17.0% | +69.3% | -52.3% | -6.8% |
| 3Y | +68.5% | +154.6% | -86.2% | +7.8% |
| 5Y | +85.0% | +131.4% | -46.5% | +20.8% |
| All | +584.1% | +600.9% | -16.8% | +191.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling