+545.7%
MS vs NTAP
+570.6%
-24.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | -7.8% | +8.5% | +4.1% |
| 30D | -0.7% | -25.8% | +25.1% | +11.6% |
| 3M | -12.4% | -11.2% | -1.1% | -9.1% |
| 6M | -1.7% | +49.9% | -51.7% | -20.6% |
| YTD | +8.0% | +66.9% | -58.8% | -17.6% |
| 1Y | +16.2% | +58.8% | -42.6% | -9.5% |
| 3Y | +171.3% | +140.8% | +30.5% | +64.9% |
| 5Y | +124.8% | +115.0% | +9.8% | +41.4% |
| All | +545.7% | +570.6% | -24.9% | +138.3% |
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