+39.3%
MTZ vs NTAP
+61.9%
-22.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +1.9% | +3.6% |
| 7D | +3.6% | +3.3% | +0.3% | +3.2% |
| 30D | -9.6% | -0.2% | -9.4% | -9.6% |
| 3M | -31.9% | +11.4% | -43.3% | -32.8% |
| 6M | -13.8% | +88.7% | -102.5% | -23.9% |
| YTD | +13.3% | +78.9% | -65.7% | +2.3% |
| 1Y | +39.3% | +58.8% | -19.5% | +38.8% |
| All | +39.3% | +61.9% | -22.7% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling