+513.2%
MA vs NTAP
+581.2%
-67.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | +0.1% |
| 7D | -3.5% | +2.2% | -5.7% | -4.2% |
| 30D | +0.8% | -7.0% | +7.8% | +2.9% |
| 3M | +14.8% | +12.3% | +2.5% | +9.7% |
| 6M | +10.0% | +85.1% | -75.1% | -13.2% |
| YTD | -0.1% | +74.8% | -74.9% | -20.0% |
| 1Y | -2.2% | +52.7% | -54.9% | -18.2% |
| 3Y | +39.3% | +147.7% | -108.4% | -8.4% |
| 5Y | +66.3% | +124.8% | -58.4% | +11.6% |
| 10Y | +513.2% | +589.7% | -76.5% | +165.9% |
| All | +513.2% | +581.2% | -67.9% | +165.9% |
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