+14,867.7%
MSFT vs NTAP
+23,420.6%
-8,552.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +2.7% | -0.5% | +3.2% | +2.7% |
| 3M | +17.0% | +4.1% | +12.9% | +15.3% |
| 6M | +23.8% | +88.0% | -64.1% | +5.9% |
| YTD | +4.0% | +75.6% | -71.6% | -10.0% |
| 1Y | -0.8% | +58.9% | -59.7% | -12.4% |
| 3Y | +55.6% | +153.6% | -98.0% | +21.1% |
| 5Y | +72.9% | +127.6% | -54.7% | +37.2% |
| 10Y | +875.8% | +580.4% | +295.4% | +486.4% |
| All | +14,867.7% | +23,420.6% | -8,552.9% | +3,648.0% |
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 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