+15.9%
MS vs NTAP
+56.4%
-40.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.1% | -0.9% | +2.3% |
| 7D | +0.7% | -5.0% | +5.7% | +1.7% |
| 30D | -0.9% | -25.8% | +24.8% | +4.6% |
| 3M | -13.0% | -6.9% | -6.1% | -11.9% |
| 6M | -2.0% | +50.0% | -52.0% | -10.4% |
| YTD | +7.8% | +66.9% | -59.2% | -3.9% |
| All | +15.9% | +56.4% | -40.5% | +5.2% |
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