+444.4%
MTZ vs NTAP
+597.8%
-153.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.6% | +2.8% |
| 7D | +12.9% | -2.4% | +15.3% | +14.1% |
| 30D | -8.5% | -23.4% | +14.9% | +2.3% |
| 3M | -30.6% | -7.5% | -23.1% | -29.1% |
| 6M | -55.1% | +56.4% | -111.5% | -65.6% |
| YTD | -13.0% | +73.6% | -86.6% | -37.7% |
| 1Y | -4.3% | +68.4% | -72.7% | -30.4% |
| 3Y | +284.0% | +150.6% | +133.5% | +125.8% |
| 5Y | +97.7% | +122.5% | -24.8% | +20.7% |
| 10Y | +444.4% | +589.7% | -145.3% | +90.6% |
| All | +444.4% | +597.8% | -153.4% | +90.6% |
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 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