+15,509.4%
MSFT vs NTAP
+23,159.9%
-7,650.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.1% | -6.3% | -3.2% |
| 7D | -6.2% | -2.4% | -3.8% | -5.8% |
| 30D | -3.7% | -23.4% | +19.7% | +1.9% |
| 3M | +3.6% | -7.5% | +11.2% | +4.8% |
| 6M | +26.8% | +56.4% | -29.6% | +12.6% |
| YTD | +8.4% | +73.6% | -65.2% | -6.4% |
| 1Y | +3.3% | +68.4% | -65.1% | -10.3% |
| 3Y | +44.3% | +150.6% | -106.3% | +12.0% |
| 5Y | +63.3% | +122.5% | -59.1% | +29.6% |
| 10Y | +894.4% | +589.7% | +304.6% | +493.0% |
| All | +15,509.4% | +23,159.9% | -7,650.5% | +3,795.6% |
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