-0.5%
MSFT vs NTAP
+54.6%
-55.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.1% |
| 7D | -1.0% | +2.2% | -3.2% | -1.4% |
| 30D | -2.7% | -7.0% | +4.4% | -1.7% |
| 3M | +22.1% | +12.3% | +9.8% | +19.7% |
| 6M | +20.6% | +85.1% | -64.5% | +9.1% |
| YTD | +2.3% | +74.8% | -72.5% | -7.2% |
| 1Y | -0.5% | +52.7% | -53.2% | -7.9% |
| All | -0.5% | +54.6% | -55.1% | -7.9% |
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 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