+498.8%
MAR vs NTAP
+583.1%
-84.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +0.5% |
| 7D | +1.6% | +7.2% | -5.6% | -0.8% |
| 30D | +13.8% | -18.4% | +32.2% | +20.8% |
| 3M | +20.3% | -11.3% | +31.6% | +23.2% |
| 6M | +21.3% | +53.8% | -32.4% | -1.4% |
| YTD | +37.2% | +72.0% | -34.8% | +5.8% |
| 1Y | +48.4% | +68.0% | -19.6% | +15.4% |
| 3Y | +120.1% | +149.5% | -29.4% | +38.9% |
| 5Y | +182.1% | +125.6% | +56.5% | +82.6% |
| All | +498.8% | +583.1% | -84.3% | +178.2% |
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 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