+143.4%
NTAP vs MKTX
-60.5%
+203.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.5% |
| 7D | +7.4% | -0.2% | +7.6% | +7.4% |
| 30D | -1.4% | +0.7% | -2.1% | -1.4% |
| 3M | +24.6% | +40.8% | -16.2% | +20.4% |
| 6M | +105.9% | -8.0% | +113.9% | +107.5% |
| YTD | +88.5% | -8.7% | +97.3% | +90.0% |
| 1Y | +62.1% | -11.8% | +73.9% | +63.8% |
| 3Y | +169.1% | -24.0% | +193.1% | +169.0% |
| All | +143.4% | -60.5% | +203.9% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling