+5,778.3%
MU vs NTAP
+583.2%
+5,195.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.8% |
| 7D | +7.2% | +3.3% | +3.9% | +4.9% |
| 30D | +14.0% | -0.2% | +14.2% | +13.7% |
| 3M | +5.4% | +11.4% | -6.0% | -2.4% |
| 6M | +170.3% | +88.7% | +81.6% | +74.2% |
| YTD | +250.7% | +78.9% | +171.7% | +130.4% |
| 1Y | +662.1% | +58.8% | +603.3% | +444.7% |
| 3Y | +1,341.2% | +153.5% | +1,187.7% | +659.5% |
| 5Y | +1,319.3% | +136.7% | +1,182.6% | +675.1% |
| 10Y | +5,778.3% | +590.2% | +5,188.1% | +1,513.1% |
| All | +5,778.3% | +583.2% | +5,195.1% | +1,513.1% |
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