+54.7%
MSFT vs NTAP
+144.4%
-89.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.3% | +1.9% |
| 7D | +7.5% | -5.0% | +12.5% | +8.5% |
| 30D | +1.9% | -25.8% | +27.6% | +7.8% |
| 3M | +9.2% | -6.9% | +16.1% | +10.2% |
| 6M | +31.9% | +50.0% | -18.1% | +19.4% |
| YTD | +13.4% | +66.9% | -53.5% | -0.3% |
| 1Y | +10.6% | +58.3% | -47.6% | -1.6% |
| 3Y | +54.7% | +145.1% | -90.4% | +31.1% |
| All | +54.7% | +144.4% | -89.7% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling