+572.0%
NTAP vs MTSI
+448.7%
+123.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -3.0% |
| 7D | -15.1% | -10.0% | -5.1% | -12.9% |
| 30D | -28.1% | -37.2% | +9.1% | -19.2% |
| 3M | -11.4% | -30.1% | +18.6% | -4.0% |
| 6M | +52.2% | -31.9% | +84.1% | +62.5% |
| YTD | +60.4% | +23.2% | +37.2% | +43.6% |
| 1Y | +51.0% | +26.4% | +24.6% | +33.9% |
| 3Y | +135.6% | +186.2% | -50.6% | +63.1% |
| 5Y | +107.5% | +187.0% | -79.5% | +40.0% |
| All | +572.0% | +448.7% | +123.3% | +221.9% |
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