+13,824.2%
MA vs NTAP
+673.6%
+13,150.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +1.5% | -0.5% | +2.1% | +1.5% |
| 3M | +20.4% | +4.1% | +16.4% | +17.7% |
| 6M | +11.1% | +88.0% | -76.8% | -12.7% |
| YTD | +2.0% | +75.6% | -73.6% | -18.4% |
| 1Y | -2.2% | +58.9% | -61.1% | -19.3% |
| 3Y | +41.9% | +153.6% | -111.7% | -5.2% |
| 5Y | +75.4% | +127.6% | -52.3% | +20.1% |
| 10Y | +527.5% | +580.4% | -52.8% | +173.7% |
| All | +13,824.2% | +673.6% | +13,150.6% | +4,431.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling