+19.8%
MA vs NTAP
+65.9%
-46.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.3% |
| 7D | +1.3% | +7.2% | -5.9% | +1.3% |
| 30D | +9.6% | -18.4% | +28.0% | +9.7% |
| 3M | +16.8% | -11.3% | +28.1% | +16.6% |
| 6M | +35.2% | +53.8% | -18.6% | +30.3% |
| YTD | +16.6% | +72.0% | -55.4% | +10.4% |
| 1Y | +19.8% | +68.0% | -48.3% | +13.9% |
| All | +19.8% | +65.9% | -46.1% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling