+1,120.6%
MSTR vs NTAP
+4,876.0%
-3,755.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -1.2% | -15.1% | +13.8% | +5.5% |
| 30D | -15.9% | -28.1% | +12.1% | -3.9% |
| 3M | +33.1% | -11.4% | +44.6% | +38.2% |
| 6M | -31.0% | +52.2% | -83.2% | -43.5% |
| YTD | -15.1% | +60.4% | -75.6% | -32.0% |
| 1Y | -45.6% | +51.0% | -96.6% | -55.4% |
| 3Y | +180.5% | +135.6% | +45.0% | +90.9% |
| 5Y | +61.7% | +107.5% | -45.9% | +20.7% |
| 10Y | +578.0% | +608.6% | -30.6% | +192.0% |
| All | +1,120.6% | +4,876.0% | -3,755.4% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling