+625.8%
NTAP vs MTCH
+208.0%
+417.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.4% | +7.2% | +8.3% |
| 7D | +7.4% | +1.3% | +6.1% | +7.1% |
| 30D | -1.4% | +15.9% | -17.3% | -4.5% |
| 3M | +24.6% | +23.3% | +1.3% | +18.6% |
| 6M | +105.9% | +40.1% | +65.8% | +90.4% |
| YTD | +88.5% | +33.6% | +54.9% | +76.0% |
| 1Y | +62.1% | +14.1% | +48.0% | +56.3% |
| 3Y | +169.1% | +1.4% | +167.6% | +158.8% |
| 5Y | +141.9% | -73.1% | +215.0% | +190.7% |
| All | +625.8% | +208.0% | +417.8% | +390.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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