+32.7%
MET vs NTAP
+65.9%
-33.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.0% |
| 7D | +4.5% | +7.2% | -2.7% | +3.8% |
| 30D | +3.5% | -18.4% | +21.9% | +5.0% |
| 3M | +5.9% | -11.3% | +17.3% | +6.5% |
| 6M | +33.1% | +53.8% | -20.7% | +22.5% |
| YTD | +33.6% | +72.0% | -38.4% | +18.7% |
| 1Y | +32.7% | +68.0% | -35.3% | +18.4% |
| All | +32.7% | +65.9% | -33.2% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling