+3,784.4%
MS vs NTAP
+23,420.6%
-19,636.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.4% |
| 6M | +31.3% | +88.0% | -56.6% | +6.2% |
| YTD | +24.7% | +75.6% | -50.9% | +2.7% |
| 1Y | +47.9% | +58.9% | -11.0% | +25.3% |
| 3Y | +178.3% | +153.6% | +24.8% | +100.0% |
| 5Y | +144.9% | +127.6% | +17.2% | +80.5% |
| 10Y | +804.5% | +580.4% | +224.2% | +365.5% |
| All | +3,784.4% | +23,420.6% | -19,636.3% | +691.9% |
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