+243.8%
MET vs NTAP
+650.8%
-407.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.5% | -8.2% | -2.9% |
| 7D | -0.5% | +7.4% | -7.9% | -3.4% |
| 30D | +0.5% | -1.4% | +1.9% | +0.7% |
| 3M | +11.6% | +24.6% | -13.0% | +1.5% |
| 6M | +40.8% | +105.9% | -65.1% | +1.3% |
| YTD | +25.7% | +88.5% | -62.9% | -6.7% |
| 1Y | +24.4% | +62.1% | -37.7% | -1.8% |
| 3Y | +67.5% | +169.1% | -101.6% | -0.4% |
| 5Y | +85.8% | +141.9% | -56.1% | +13.3% |
| All | +243.8% | +650.8% | -407.0% | +20.8% |
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