+882.6%
NTAP vs MKTX
+1,445.1%
-562.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | -7.0% | +1.0% | -8.0% | -7.2% |
| 3M | +12.3% | +40.8% | -28.5% | +2.8% |
| 6M | +85.1% | -10.9% | +96.0% | +87.5% |
| YTD | +74.8% | -8.6% | +83.4% | +75.8% |
| 1Y | +52.7% | -11.6% | +64.2% | +54.3% |
| 3Y | +147.7% | -24.5% | +172.2% | +150.7% |
| 5Y | +124.8% | -60.7% | +185.5% | +160.1% |
| 10Y | +589.7% | +5.1% | +584.6% | +483.3% |
| All | +882.6% | +1,445.1% | -562.5% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling