+9.0%
MSFT vs NTAP
+66.6%
-57.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.6% | +8.3% | +6.9% |
| 7D | +4.7% | -16.1% | +20.8% | +7.5% |
| 30D | +5.8% | -15.9% | +21.8% | +8.6% |
| 3M | +13.0% | -1.2% | +14.2% | +12.9% |
| 6M | +34.9% | +70.1% | -35.1% | +23.1% |
| YTD | +15.7% | +77.9% | -62.3% | +3.3% |
| 1Y | +9.0% | +68.1% | -59.2% | -2.3% |
| All | +9.0% | +66.6% | -57.6% | -2.3% |
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 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