+58.9%
NTAP vs MKTX
-8.5%
+67.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -0.5% | +1.1% | -1.6% | -0.6% |
| 3M | +4.1% | +36.1% | -32.0% | +3.7% |
| 6M | +88.0% | -12.9% | +100.8% | +90.4% |
| YTD | +75.6% | -8.5% | +84.1% | +75.6% |
| 1Y | +58.9% | -7.5% | +66.5% | +57.5% |
| All | +58.9% | -8.5% | +67.4% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling