+51.0%
NTAP vs MTSI
+38.8%
+12.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -2.5% |
| 7D | -15.1% | -10.0% | -5.1% | -13.2% |
| 30D | -28.1% | -37.2% | +9.1% | -22.1% |
| 3M | -11.4% | -30.1% | +18.6% | -6.3% |
| 6M | +52.2% | -31.9% | +84.1% | +57.3% |
| YTD | +60.4% | +23.2% | +37.2% | +45.3% |
| 1Y | +51.0% | +26.4% | +24.6% | +35.3% |
| All | +51.0% | +38.8% | +12.2% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling