+1,823.2%
NTAP vs MKSI
+2,229.0%
-405.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.8% |
| 7D | +2.2% | +6.6% | -4.4% | -1.0% |
| 30D | -7.0% | -8.2% | +1.2% | -3.6% |
| 3M | +12.3% | -16.4% | +28.7% | +16.5% |
| 6M | +85.1% | +23.0% | +62.2% | +56.0% |
| YTD | +74.8% | +68.2% | +6.6% | +24.1% |
| 1Y | +52.7% | +148.6% | -95.9% | -12.7% |
| 3Y | +147.7% | +196.0% | -48.3% | +16.1% |
| 5Y | +124.8% | +87.4% | +37.4% | +22.7% |
| 10Y | +589.7% | +523.8% | +65.9% | +65.1% |
| All | +1,823.2% | +2,229.0% | -405.8% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling