+153.1%
MAR vs NTAP
+122.8%
+30.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | -5.7% | -7.5% | +1.8% | -3.6% |
| 3M | -14.6% | +14.6% | -29.3% | -18.8% |
| 6M | +1.3% | +91.0% | -89.7% | -21.6% |
| YTD | +6.7% | +73.7% | -67.0% | -14.8% |
| 1Y | +26.4% | +51.2% | -24.8% | +6.1% |
| 3Y | +64.7% | +146.1% | -81.4% | +6.3% |
| 5Y | +153.1% | +122.8% | +30.2% | +65.7% |
| All | +153.1% | +122.8% | +30.3% | +65.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling