-56.4%
MSTR vs NTAP
+61.4%
-117.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | +12.2% | -0.8% | +12.9% | +12.6% |
| 30D | +45.2% | -0.5% | +45.7% | +43.6% |
| 3M | +10.4% | +4.1% | +6.3% | +6.2% |
| 6M | -2.5% | +88.0% | -90.4% | -37.6% |
| YTD | -6.0% | +75.6% | -81.6% | -36.8% |
| 1Y | -56.4% | +58.9% | -115.3% | -66.7% |
| All | -56.4% | +61.4% | -117.8% | -66.7% |
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