+68.1%
NTAP vs MAS
+40.8%
+27.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.6% | -7.3% | -1.8% |
| 7D | -16.1% | +14.2% | -30.3% | -16.6% |
| 30D | -15.9% | +26.8% | -42.8% | -17.3% |
| 3M | -1.2% | +13.1% | -14.4% | -1.6% |
| 6M | +70.1% | +27.9% | +42.1% | +65.0% |
| YTD | +77.9% | +38.7% | +39.3% | +64.3% |
| 1Y | +68.1% | +40.4% | +27.8% | +53.8% |
| All | +68.1% | +40.8% | +27.4% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 1y: compounded portfolio wealth divided by compounded MAS 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…
1y analysis · Full analysis span regression · 6 months rolling