+562.2%
NTAP vs MTB
+115.1%
+447.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | +7.2% | +1.5% | +5.7% | +6.5% |
| 30D | -18.4% | +2.3% | -20.7% | -19.2% |
| 3M | -11.3% | -12.1% | +0.8% | -6.2% |
| 6M | +53.8% | +9.8% | +44.0% | +47.0% |
| YTD | +72.0% | +12.0% | +60.0% | +62.3% |
| 1Y | +68.0% | +22.0% | +46.0% | +52.6% |
| 3Y | +149.5% | +107.6% | +41.9% | +76.1% |
| 5Y | +125.6% | +61.9% | +63.7% | +72.0% |
| All | +562.2% | +115.1% | +447.1% | +326.4% |
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