+568.7%
NTAP vs MTB
+172.9%
+395.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -1.0% | -0.4% | -0.5% | -0.8% |
| 30D | -7.5% | -4.6% | -2.9% | -5.5% |
| 3M | +14.6% | +7.4% | +7.2% | +10.8% |
| 6M | +91.0% | +18.7% | +72.3% | +76.0% |
| YTD | +73.7% | +21.1% | +52.6% | +58.5% |
| 1Y | +51.2% | +24.1% | +27.2% | +36.3% |
| 3Y | +146.1% | +115.3% | +30.8% | +70.2% |
| 5Y | +122.8% | +106.0% | +16.8% | +51.3% |
| All | +568.7% | +172.9% | +395.8% | +264.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling