+67.0%
MAR vs NTAP
+146.1%
-79.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.2% | +1.3% |
| 7D | -0.5% | +2.2% | -2.7% | -0.9% |
| 30D | -4.7% | -7.0% | +2.4% | -3.4% |
| 3M | -15.6% | +12.3% | -27.9% | -18.1% |
| 6M | +1.2% | +85.1% | -83.9% | -15.5% |
| YTD | +7.5% | +74.8% | -67.3% | -9.0% |
| 1Y | +26.6% | +52.7% | -26.1% | +11.3% |
| All | +67.0% | +146.1% | -79.1% | +33.5% |
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