+2,498.9%
MAR vs NTAP
+6,648.1%
-4,149.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -4.2% | -0.8% | -3.4% | -4.0% |
| 30D | -6.7% | -0.5% | -6.1% | -6.7% |
| 3M | -12.5% | +4.1% | -16.6% | -13.6% |
| 6M | +0.6% | +88.0% | -87.4% | -12.3% |
| YTD | +9.1% | +75.6% | -66.5% | -3.7% |
| 1Y | +26.2% | +58.9% | -32.7% | +13.4% |
| 3Y | +68.2% | +153.6% | -85.4% | +36.3% |
| 5Y | +163.9% | +127.6% | +36.3% | +117.6% |
| 10Y | +420.6% | +580.4% | -159.8% | +246.9% |
| All | +2,498.9% | +6,648.1% | -4,149.2% | +1,016.5% |
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 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