+579.4%
NTAP vs MTSI
+498.4%
+81.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.3% | +2.1% |
| 7D | +9.9% | +29.1% | -19.3% | +2.3% |
| 30D | -22.1% | -20.4% | -1.7% | -17.9% |
| 3M | -7.7% | -20.9% | +13.2% | -3.2% |
| 6M | +60.9% | -32.3% | +93.2% | +72.2% |
| YTD | +76.4% | +43.5% | +32.9% | +51.4% |
| 1Y | +69.3% | +43.8% | +25.5% | +45.1% |
| 3Y | +154.6% | +218.8% | -64.1% | +71.0% |
| 5Y | +131.4% | +228.3% | -96.9% | +50.4% |
| All | +579.4% | +498.4% | +81.0% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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