+435.3%
NTAP vs MTSI
+896.6%
-461.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -18.4% | +8.6% | -5.2% |
| 7D | -22.5% | -24.6% | +2.1% | -16.9% |
| 30D | -25.7% | -45.7% | +20.0% | -14.2% |
| 3M | -9.0% | -27.7% | +18.7% | -2.8% |
| 6M | +49.2% | -37.3% | +86.5% | +62.1% |
| YTD | +60.6% | +11.1% | +49.5% | +49.7% |
| 1Y | +48.7% | +27.2% | +21.5% | +33.4% |
| 3Y | +135.6% | +153.7% | -18.1% | +75.4% |
| 5Y | +107.8% | +159.0% | -51.2% | +50.9% |
| 10Y | +609.4% | +405.6% | +203.8% | +290.9% |
| All | +435.3% | +896.6% | -461.3% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling