+181.3%
MS vs NTAP
+149.9%
+31.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | -0.8% | +2.1% | +1.6% |
| 30D | -0.3% | -0.5% | +0.3% | -0.3% |
| 3M | +0.3% | +4.1% | -3.8% | -1.3% |
| 6M | +31.3% | +88.0% | -56.6% | +5.9% |
| YTD | +24.7% | +75.6% | -50.9% | +2.7% |
| 1Y | +47.9% | +58.9% | -11.0% | +25.7% |
| All | +181.3% | +149.9% | +31.4% | +103.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling