+577.1%
NTAP vs MAS
+137.9%
+439.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.7% |
| 7D | -0.8% | -0.8% | 0.0% | -0.4% |
| 30D | -0.5% | -5.6% | +5.0% | +1.7% |
| 3M | +4.1% | +4.4% | -0.4% | +0.5% |
| 6M | +88.0% | +7.2% | +80.8% | +76.8% |
| YTD | +75.6% | +16.1% | +59.5% | +58.0% |
| 1Y | +58.9% | +0.1% | +58.8% | +53.5% |
| 3Y | +153.6% | +28.3% | +125.3% | +110.2% |
| 5Y | +127.6% | +30.5% | +97.2% | +82.4% |
| All | +577.1% | +137.9% | +439.2% | +278.5% |
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