+18,003.8%
NTAP vs MAS
+1,124.4%
+16,879.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -3.4% | -6.3% | -8.3% |
| 7D | -22.5% | +4.6% | -27.0% | -24.0% |
| 30D | -25.7% | +19.9% | -45.6% | -31.5% |
| 3M | -9.0% | +8.9% | -17.9% | -13.2% |
| 6M | +49.2% | +20.2% | +29.0% | +35.0% |
| YTD | +60.6% | +33.9% | +26.7% | +37.2% |
| 1Y | +48.7% | +34.7% | +14.0% | +26.6% |
| 3Y | +135.6% | +60.4% | +75.2% | +83.1% |
| 5Y | +107.8% | +43.5% | +64.3% | +66.1% |
| 10Y | +609.4% | +226.7% | +382.7% | +291.9% |
| All | +18,003.8% | +1,124.4% | +16,879.4% | +3,981.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling