+48.7%
NTAP vs MAS
+37.4%
+11.2%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -3.4% | -6.3% | -9.6% |
| 7D | -22.5% | +4.6% | -27.0% | -22.5% |
| 30D | -25.7% | +19.9% | -45.6% | -26.6% |
| 3M | -9.0% | +8.9% | -17.9% | -9.2% |
| 6M | +49.2% | +20.2% | +29.0% | +45.9% |
| YTD | +60.6% | +33.9% | +26.7% | +48.7% |
| 1Y | +48.7% | +34.7% | +14.0% | +36.9% |
| All | +48.7% | +37.4% | +11.2% | +36.9% |
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