+568.6%
NTAP vs MTB
+114.2%
+454.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.2% | +4.1% |
| 7D | -2.4% | -2.0% | -0.4% | -1.5% |
| 30D | -23.4% | +0.1% | -23.6% | -23.5% |
| 3M | -7.5% | -12.1% | +4.6% | -2.2% |
| 6M | +56.4% | +7.3% | +49.1% | +50.9% |
| YTD | +73.6% | +11.5% | +62.1% | +64.2% |
| 1Y | +68.4% | +21.3% | +47.1% | +53.4% |
| 3Y | +150.6% | +104.1% | +46.4% | +78.2% |
| 5Y | +122.5% | +61.8% | +60.6% | +69.6% |
| All | +568.6% | +114.2% | +454.4% | +331.3% |
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