+191.3%
NTAP vs MAGS
+184.9%
+6.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +7.2% | +1.7% | +5.5% | +6.2% |
| 30D | -18.4% | -5.8% | -12.6% | -15.2% |
| 3M | -11.3% | +0.2% | -11.6% | -11.1% |
| 6M | +53.8% | -2.7% | +56.4% | +56.4% |
| YTD | +72.0% | +4.1% | +67.9% | +68.1% |
| 1Y | +68.0% | +7.5% | +60.5% | +61.2% |
| 3Y | +149.5% | +122.0% | +27.4% | +70.4% |
| All | +191.3% | +184.9% | +6.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 MAGS 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