+3,156.8%
MS vs NTAP
+21,390.6%
-18,233.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.6% | -15.1% | +13.5% | +3.3% |
| 30D | -3.8% | -28.1% | +24.3% | +5.9% |
| 3M | -14.6% | -11.4% | -3.2% | -12.1% |
| 6M | -5.1% | +52.2% | -57.3% | -18.5% |
| YTD | +4.5% | +60.4% | -55.9% | -12.1% |
| 1Y | +13.5% | +51.0% | -37.5% | -2.9% |
| 3Y | +160.4% | +135.6% | +24.9% | +90.1% |
| 5Y | +112.9% | +107.5% | +5.3% | +60.4% |
| 10Y | +633.4% | +608.6% | +24.8% | +271.4% |
| All | +3,156.8% | +21,390.6% | -18,233.7% | +577.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling