+105.6%
NTAP vs MTSI
+183.3%
-77.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.8% | -11.0% | -3.7% |
| 7D | -15.1% | -10.0% | -5.1% | -12.4% |
| 30D | -28.1% | -37.2% | +9.1% | -17.2% |
| 3M | -11.4% | -30.1% | +18.6% | -2.5% |
| 6M | +52.2% | -31.9% | +84.1% | +63.6% |
| YTD | +60.4% | +23.2% | +37.2% | +35.2% |
| 1Y | +51.0% | +26.4% | +24.6% | +25.5% |
| 3Y | +135.6% | +186.2% | -50.6% | +32.7% |
| All | +105.6% | +183.3% | -77.7% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling