+572.0%
NTAP vs MAS
+213.7%
+358.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.7% |
| 7D | -15.1% | +2.0% | -17.0% | -15.9% |
| 30D | -28.1% | +19.4% | -47.5% | -34.1% |
| 3M | -11.4% | +9.4% | -20.9% | -15.9% |
| 6M | +52.2% | +15.3% | +36.9% | +38.9% |
| YTD | +60.4% | +31.3% | +29.1% | +35.2% |
| 1Y | +51.0% | +34.9% | +16.1% | +25.3% |
| 3Y | +135.6% | +58.6% | +77.0% | +74.9% |
| 5Y | +107.5% | +40.7% | +66.8% | +59.7% |
| All | +572.0% | +213.7% | +358.3% | +217.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling