+492.6%
MTZ vs NTAP
+608.6%
-115.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.1% | +4.5% | +6.8% |
| 7D | -2.4% | -5.0% | +2.5% | -0.1% |
| 30D | -11.1% | -25.8% | +14.7% | +0.8% |
| 3M | -30.6% | -6.9% | -23.7% | -29.4% |
| 6M | -54.4% | +50.0% | -104.4% | -64.4% |
| YTD | -13.0% | +66.9% | -80.0% | -36.7% |
| 1Y | -5.7% | +58.3% | -63.9% | -29.4% |
| 3Y | +297.2% | +145.1% | +152.0% | +135.5% |
| 5Y | +95.9% | +114.2% | -18.3% | +21.5% |
| 10Y | +492.6% | +576.6% | -83.9% | +107.9% |
| All | +492.6% | +608.6% | -115.9% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling