+577.1%
NTAP vs MTSI
+514.0%
+63.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.8% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | -0.5% | +2.1% | -2.6% | -1.7% |
| 3M | +4.1% | -29.7% | +33.8% | +12.4% |
| 6M | +88.0% | +12.5% | +75.4% | +75.9% |
| YTD | +75.6% | +57.0% | +18.5% | +48.8% |
| 1Y | +58.9% | +103.9% | -45.0% | +24.4% |
| 3Y | +153.6% | +223.6% | -70.0% | +71.2% |
| 5Y | +127.6% | +321.6% | -193.9% | +40.8% |
| All | +577.1% | +514.0% | +63.0% | +221.5% |
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