+576.6%
NTAP vs MTSI
+512.4%
+64.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.0% | -4.9% | +1.7% |
| 7D | -5.0% | +3.5% | -8.5% | -6.2% |
| 30D | -25.8% | -30.3% | +4.6% | -18.9% |
| 3M | -6.9% | -26.0% | +19.1% | -0.6% |
| 6M | +50.0% | -36.1% | +86.1% | +63.2% |
| YTD | +66.9% | +34.3% | +32.7% | +46.0% |
| 1Y | +58.3% | +35.3% | +23.0% | +37.8% |
| 3Y | +145.1% | +217.6% | -72.5% | +65.1% |
| 5Y | +114.2% | +210.1% | -95.9% | +41.5% |
| 10Y | +576.6% | +471.4% | +105.1% | +219.9% |
| All | +576.6% | +512.4% | +64.2% | +219.9% |
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