+526.1%
NTAP vs MGY
+210.4%
+315.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.2% | +8.4% | +8.5% |
| 7D | +7.4% | +3.5% | +3.8% | +6.5% |
| 30D | -1.4% | +5.3% | -6.6% | -2.7% |
| 3M | +24.6% | +2.6% | +21.9% | +23.1% |
| 6M | +105.9% | -3.3% | +109.2% | +105.5% |
| YTD | +88.5% | +29.2% | +59.3% | +75.2% |
| 1Y | +62.1% | +18.0% | +44.1% | +53.6% |
| 3Y | +169.1% | +30.0% | +139.0% | +145.1% |
| 5Y | +141.9% | +92.7% | +49.2% | +92.3% |
| All | +526.1% | +210.4% | +315.7% | +298.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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