+196.0%
NTAP vs MAGS
+187.7%
+8.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +2.2% | +0.8% | +1.4% | +1.7% |
| 30D | -7.0% | +0.4% | -7.4% | -7.3% |
| 3M | +12.3% | +5.6% | +6.7% | +8.6% |
| 6M | +85.1% | +12.3% | +72.8% | +72.1% |
| YTD | +74.8% | +5.1% | +69.7% | +69.1% |
| 1Y | +52.7% | +14.0% | +38.7% | +40.7% |
| 3Y | +147.7% | +129.4% | +18.3% | +65.9% |
| All | +196.0% | +187.7% | +8.4% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling