+554.5%
MSTR vs NTAP
+608.6%
-54.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.1% | -6.7% | -4.8% |
| 7D | -4.0% | -5.0% | +1.0% | -1.4% |
| 30D | -18.6% | -25.8% | +7.1% | -4.9% |
| 3M | +25.6% | -6.9% | +32.5% | +28.0% |
| 6M | -33.1% | +50.0% | -83.1% | -49.2% |
| YTD | -17.3% | +66.9% | -84.3% | -41.2% |
| 1Y | -48.1% | +58.3% | -106.3% | -62.0% |
| 3Y | +154.2% | +145.1% | +9.1% | +42.2% |
| 5Y | +46.2% | +114.2% | -68.0% | -11.3% |
| 10Y | +554.5% | +576.6% | -22.0% | +190.8% |
| All | +554.5% | +608.6% | -54.1% | +190.8% |
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 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