+568.4%
MA vs NTAP
+575.4%
-7.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.8% | -7.8% | +9.6% | +4.1% |
| 30D | +11.8% | -25.8% | +37.6% | +21.4% |
| 3M | +17.2% | -11.2% | +28.4% | +19.6% |
| 6M | +33.4% | +49.9% | -16.5% | +11.9% |
| YTD | +16.1% | +66.9% | -50.7% | -7.1% |
| 1Y | +19.9% | +58.8% | -38.9% | -2.5% |
| 3Y | +70.1% | +140.8% | -70.8% | +10.9% |
| 5Y | +89.6% | +115.0% | -25.4% | +27.1% |
| 10Y | +568.4% | +570.8% | -2.4% | +199.8% |
| All | +568.4% | +575.4% | -7.0% | +199.8% |
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