+143.4%
NTAP vs MKSI
+84.1%
+59.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.1% | +6.5% | +7.9% |
| 7D | +7.4% | +2.7% | +4.7% | +6.5% |
| 30D | -1.4% | -12.8% | +11.4% | +2.8% |
| 3M | +24.6% | -22.5% | +47.1% | +31.5% |
| 6M | +105.9% | +19.4% | +86.5% | +84.9% |
| YTD | +88.5% | +67.7% | +20.8% | +48.2% |
| 1Y | +62.1% | +131.4% | -69.3% | +11.7% |
| 3Y | +169.1% | +197.3% | -28.3% | +56.0% |
| All | +143.4% | +84.1% | +59.3% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 5y: compounded portfolio wealth divided by compounded MKSI 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…
5y analysis · Full analysis span regression · 6 months rolling