+197.4%
NTAP vs MAGS
+188.2%
+9.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.9% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | -0.5% | +1.5% | -2.0% | -1.5% |
| 3M | +4.1% | +0.5% | +3.6% | +3.6% |
| 6M | +88.0% | +11.6% | +76.4% | +75.4% |
| YTD | +75.6% | +5.3% | +70.3% | +69.7% |
| 1Y | +58.9% | +14.9% | +44.0% | +45.8% |
| 3Y | +153.6% | +128.9% | +24.7% | +69.9% |
| All | +197.4% | +188.2% | +9.2% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling