+3,214.7%
MAR vs NTAP
+6,573.3%
-3,358.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.8% | -0.5% |
| 7D | +1.0% | -2.4% | +3.4% | +1.4% |
| 30D | +16.2% | -23.4% | +39.7% | +21.6% |
| 3M | +23.1% | -7.5% | +30.6% | +23.9% |
| 6M | +22.0% | +56.4% | -34.4% | +9.6% |
| YTD | +39.2% | +73.6% | -34.5% | +22.2% |
| 1Y | +48.3% | +68.4% | -20.1% | +30.8% |
| 3Y | +123.4% | +150.6% | -27.2% | +80.2% |
| 5Y | +185.4% | +122.5% | +62.9% | +134.7% |
| 10Y | +539.2% | +589.7% | -50.5% | +322.3% |
| All | +3,214.7% | +6,573.3% | -3,358.7% | +1,316.5% |
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