+122.8%
NTAP vs MTCH
-72.5%
+195.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.6% | -0.8% |
| 7D | -1.0% | -1.4% | +0.5% | -0.7% |
| 30D | -7.5% | +13.6% | -21.1% | -10.3% |
| 3M | +14.6% | +22.4% | -7.8% | +8.8% |
| 6M | +91.0% | +37.2% | +53.8% | +76.1% |
| YTD | +73.7% | +31.8% | +41.9% | +61.5% |
| 1Y | +51.2% | +12.9% | +38.3% | +45.4% |
| 3Y | +146.1% | -1.1% | +147.2% | +136.8% |
| 5Y | +122.8% | -73.5% | +196.3% | +177.9% |
| All | +122.8% | -72.5% | +195.4% | +177.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling