+115.0%
NTAP vs MTSI
+209.3%
-94.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -7.8% | -3.8% | -3.9% | -7.0% |
| 30D | -25.8% | -31.4% | +5.6% | -17.0% |
| 3M | -11.2% | -23.8% | +12.5% | -4.9% |
| 6M | +49.9% | -37.1% | +87.0% | +66.4% |
| YTD | +66.9% | +32.2% | +34.6% | +37.3% |
| 1Y | +58.8% | +26.9% | +31.9% | +32.4% |
| 3Y | +140.8% | +193.7% | -52.9% | +34.8% |
| 5Y | +115.0% | +218.0% | -103.1% | +7.8% |
| All | +115.0% | +209.3% | -94.3% | +7.8% |
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