+72.1%
MA vs NTAP
+135.3%
-63.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +2.3% | -15.1% | +17.4% | +3.7% |
| 30D | +14.7% | -28.1% | +42.7% | +17.9% |
| 3M | +13.5% | -11.4% | +24.9% | +14.0% |
| 6M | +33.1% | +52.2% | -19.1% | +23.6% |
| YTD | +15.1% | +60.4% | -45.4% | +5.6% |
| 1Y | +18.7% | +51.0% | -32.3% | +9.9% |
| 3Y | +72.1% | +135.6% | -63.5% | +48.2% |
| All | +72.1% | +135.3% | -63.2% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling