+135.8%
NTAP vs MTSI
+153.8%
-18.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -18.4% | +8.6% | -4.3% |
| 7D | -22.5% | -24.6% | +2.1% | -15.7% |
| 30D | -25.7% | -45.7% | +20.0% | -12.0% |
| 3M | -9.0% | -27.7% | +18.7% | -1.6% |
| 6M | +49.2% | -37.3% | +86.5% | +62.9% |
| YTD | +60.6% | +11.1% | +49.5% | +40.7% |
| 1Y | +48.7% | +27.2% | +21.5% | +22.7% |
| All | +135.8% | +153.8% | -18.0% | +40.0% |
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