+625.8%
NTAP vs MCO
+393.6%
+232.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.6% | +6.9% | +7.7% |
| 7D | +7.4% | -3.8% | +11.1% | +9.5% |
| 30D | -1.4% | -0.4% | -1.0% | -1.3% |
| 3M | +24.6% | +7.7% | +16.8% | +18.8% |
| 6M | +105.9% | +7.0% | +98.9% | +96.3% |
| YTD | +88.5% | -6.4% | +94.9% | +91.4% |
| 1Y | +62.1% | -7.6% | +69.7% | +65.0% |
| 3Y | +169.1% | +43.2% | +125.8% | +112.7% |
| 5Y | +141.9% | +29.6% | +112.3% | +97.0% |
| All | +625.8% | +393.6% | +232.2% | +141.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling