+135.6%
NTAP vs MTSI
+181.3%
-45.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -3.3% |
| 7D | -15.1% | -10.0% | -5.1% | -12.6% |
| 30D | -28.1% | -37.2% | +9.1% | -18.5% |
| 3M | -11.4% | -30.1% | +18.6% | -3.5% |
| 6M | +52.2% | -31.9% | +84.1% | +62.0% |
| YTD | +60.4% | +23.2% | +37.2% | +36.1% |
| 1Y | +51.0% | +26.4% | +24.6% | +26.3% |
| 3Y | +135.6% | +186.2% | -50.6% | +35.3% |
| All | +135.6% | +181.3% | -45.8% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling