+147.9%
NTAP vs MCO
+40.3%
+107.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | 0.0% |
| 7D | -1.0% | -7.3% | +6.4% | +2.0% |
| 30D | -7.5% | -1.7% | -5.8% | -7.0% |
| 3M | +14.6% | +3.9% | +10.7% | +11.7% |
| 6M | +91.0% | +3.8% | +87.2% | +85.8% |
| YTD | +73.7% | -7.9% | +81.6% | +78.7% |
| 1Y | +51.2% | -6.8% | +58.1% | +54.0% |
| All | +147.9% | +40.3% | +107.6% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling