+578.8%
MS vs NTAP
+608.6%
-29.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -0.9% | +1.4% |
| 7D | +0.7% | -5.0% | +5.7% | +2.8% |
| 30D | -0.9% | -25.8% | +24.8% | +11.3% |
| 3M | -13.0% | -6.9% | -6.1% | -11.6% |
| 6M | -2.0% | +50.0% | -52.0% | -20.9% |
| YTD | +7.8% | +66.9% | -59.2% | -17.9% |
| 1Y | +17.9% | +58.3% | -40.4% | -8.1% |
| 3Y | +174.8% | +145.1% | +29.7% | +65.6% |
| 5Y | +119.9% | +114.2% | +5.7% | +38.6% |
| 10Y | +578.8% | +576.6% | +2.3% | +149.1% |
| All | +578.8% | +608.6% | -29.7% | +149.1% |
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