+182.7%
NTAP vs MAGS
+184.5%
-1.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.4% |
| 7D | -7.8% | -0.3% | -7.5% | -7.4% |
| 30D | -25.8% | -7.1% | -18.7% | -22.3% |
| 3M | -11.2% | -0.7% | -10.5% | -10.5% |
| 6M | +49.9% | -1.5% | +51.5% | +51.5% |
| YTD | +66.9% | +3.9% | +62.9% | +63.3% |
| 1Y | +58.8% | +3.1% | +55.7% | +56.1% |
| 3Y | +140.8% | +121.6% | +19.2% | +64.6% |
| All | +182.7% | +184.5% | -1.8% | +68.0% |
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 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