+495.5%
MSTR vs NTAP
+600.9%
-105.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.6% | -8.1% | -7.3% |
| 7D | -11.5% | +9.9% | -21.4% | -16.0% |
| 30D | -24.8% | -22.1% | -2.7% | -14.4% |
| 3M | +20.6% | -7.7% | +28.3% | +23.7% |
| 6M | -38.0% | +60.9% | -98.9% | -54.8% |
| YTD | -24.7% | +76.4% | -101.1% | -48.1% |
| 1Y | -49.1% | +69.3% | -118.4% | -64.1% |
| 3Y | +124.7% | +154.6% | -29.9% | +22.9% |
| 5Y | +40.9% | +131.4% | -90.5% | -17.8% |
| All | +495.5% | +600.9% | -105.3% | +151.7% |
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 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