+542.0%
MS vs NTAP
+583.1%
-41.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +1.8% |
| 7D | +5.1% | +7.2% | -2.1% | +2.1% |
| 30D | +5.7% | -18.4% | +24.1% | +14.1% |
| 3M | -12.2% | -11.3% | -0.8% | -8.9% |
| 6M | -0.5% | +53.8% | -54.3% | -20.5% |
| YTD | +9.8% | +72.0% | -62.1% | -17.3% |
| 1Y | +17.7% | +68.0% | -50.3% | -10.6% |
| 3Y | +176.8% | +149.5% | +27.3% | +65.8% |
| 5Y | +123.7% | +125.6% | -1.9% | +37.9% |
| All | +542.0% | +583.1% | -41.2% | +137.6% |
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