+915.1%
MSFT vs NTAP
+583.1%
+332.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | -1.3% | +7.2% | -8.5% | -3.5% |
| 30D | -1.8% | -18.4% | +16.5% | +4.3% |
| 3M | +5.6% | -11.3% | +17.0% | +8.6% |
| 6M | +29.8% | +53.8% | -24.0% | +9.2% |
| YTD | +9.0% | +72.0% | -63.0% | -12.5% |
| 1Y | +4.9% | +68.0% | -63.1% | -15.3% |
| 3Y | +46.2% | +149.5% | -103.3% | -2.5% |
| 5Y | +62.1% | +125.6% | -63.5% | +10.3% |
| All | +915.1% | +583.1% | +332.0% | +365.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling