+68.0%
NTAP vs MTSI
+35.9%
+32.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.6% | +3.0% | -1.3% |
| 7D | +7.2% | +10.0% | -2.8% | +4.8% |
| 30D | -18.4% | -20.3% | +2.0% | -15.4% |
| 3M | -11.3% | -24.4% | +13.1% | -8.0% |
| 6M | +53.8% | -39.2% | +92.9% | +61.3% |
| YTD | +72.0% | +35.5% | +36.5% | +52.0% |
| 1Y | +68.0% | +43.0% | +25.0% | +45.1% |
| All | +68.0% | +35.9% | +32.1% | +45.1% |
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