+125.9%
MS vs NTAP
+122.6%
+3.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.4% | +0.2% |
| 7D | -1.7% | -2.4% | +0.7% | -0.9% |
| 30D | +0.9% | -23.4% | +24.4% | +10.0% |
| 3M | -10.8% | -7.5% | -3.3% | -9.3% |
| 6M | +0.9% | +56.4% | -55.5% | -17.2% |
| YTD | +9.8% | +73.6% | -63.8% | -14.3% |
| 1Y | +17.1% | +68.4% | -51.3% | -7.6% |
| 3Y | +175.7% | +150.6% | +25.1% | +70.7% |
| 5Y | +125.9% | +122.5% | +3.4% | +41.7% |
| All | +125.9% | +122.6% | +3.2% | +41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling