+105.6%
NTAP vs MAS
+39.2%
+66.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.6% |
| 7D | -15.1% | +2.0% | -17.0% | -15.8% |
| 30D | -28.1% | +19.4% | -47.5% | -33.1% |
| 3M | -11.4% | +9.4% | -20.9% | -15.1% |
| 6M | +52.2% | +15.3% | +36.9% | +40.9% |
| YTD | +60.4% | +31.3% | +29.1% | +38.0% |
| 1Y | +51.0% | +34.9% | +16.1% | +28.0% |
| 3Y | +135.6% | +58.6% | +77.0% | +79.7% |
| All | +105.6% | +39.2% | +66.5% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling