+68.1%
NTAP vs MCO
+9.9%
+58.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.9% | -6.5% | -1.6% |
| 7D | -16.1% | +10.7% | -26.8% | -16.3% |
| 30D | -15.9% | +17.9% | -33.8% | -16.7% |
| 3M | -1.2% | +9.5% | -10.7% | -1.3% |
| 6M | +70.1% | +18.1% | +52.0% | +67.1% |
| YTD | +77.9% | +4.1% | +73.8% | +86.7% |
| 1Y | +68.1% | +9.3% | +58.8% | +75.4% |
| All | +68.1% | +9.9% | +58.2% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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