+690.7%
MSTR vs NTAP
+583.2%
+107.6%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.9% | -6.3% | -5.4% |
| 7D | +9.3% | +3.3% | +6.1% | +7.6% |
| 30D | +36.5% | -0.2% | +36.7% | +35.5% |
| 3M | +7.3% | +11.4% | -4.1% | -0.1% |
| 6M | +2.2% | +88.7% | -86.4% | -31.1% |
| YTD | -10.2% | +78.9% | -89.1% | -37.6% |
| 1Y | -58.6% | +58.8% | -117.4% | -69.2% |
| 3Y | +283.2% | +153.5% | +129.6% | +114.5% |
| 5Y | +113.8% | +136.7% | -23.0% | +25.8% |
| 10Y | +690.7% | +590.2% | +100.5% | +248.0% |
| All | +690.7% | +583.2% | +107.6% | +248.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling