-42.3%
MSTR vs NTAP
+66.6%
-108.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.7% |
| 7D | -1.8% | -16.1% | +14.3% | +4.6% |
| 30D | -13.3% | -15.9% | +2.6% | -7.9% |
| 3M | +46.0% | -1.2% | +47.2% | +44.6% |
| 6M | -22.4% | +70.1% | -92.5% | -43.3% |
| YTD | -6.2% | +77.9% | -84.1% | -35.5% |
| 1Y | -42.3% | +68.1% | -110.4% | -58.8% |
| All | -42.3% | +66.6% | -108.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 1y: compounded portfolio wealth divided by compounded NTAP 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…
1y analysis · Full analysis span regression · 6 months rolling