+219.3%
NTAP vs MAGS
+190.0%
+29.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.0% | +7.5% | +8.0% |
| 7D | +7.4% | +0.6% | +6.7% | +7.0% |
| 30D | -1.4% | +3.2% | -4.6% | -3.2% |
| 3M | +24.6% | +7.7% | +16.9% | +19.1% |
| 6M | +105.9% | +12.5% | +93.4% | +91.4% |
| YTD | +88.5% | +6.0% | +82.6% | +81.6% |
| 1Y | +62.1% | +14.4% | +47.7% | +49.1% |
| 3Y | +169.1% | +127.5% | +41.5% | +80.4% |
| All | +219.3% | +190.0% | +29.3% | +86.8% |
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