+16,229.9%
MSFT vs NTAP
+22,264.4%
-6,034.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.3% | +1.8% |
| 7D | +7.5% | -5.0% | +12.5% | +8.7% |
| 30D | +1.9% | -25.8% | +27.6% | +8.7% |
| 3M | +9.2% | -6.9% | +16.1% | +10.3% |
| 6M | +31.9% | +50.0% | -18.1% | +18.3% |
| YTD | +13.4% | +66.9% | -53.5% | -1.2% |
| 1Y | +10.6% | +58.3% | -47.6% | -2.6% |
| 3Y | +54.7% | +145.1% | -90.4% | +20.7% |
| 5Y | +69.1% | +114.2% | -45.1% | +35.4% |
| 10Y | +920.4% | +576.6% | +343.8% | +511.6% |
| All | +16,229.9% | +22,264.4% | -6,034.5% | +4,013.6% |
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