+4,277.4%
MU vs NTAP
+575.4%
+3,701.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -15.2% | -7.8% | -7.4% | -10.0% |
| 30D | -29.5% | -25.8% | -3.7% | -14.5% |
| 3M | -15.8% | -11.2% | -4.5% | -9.5% |
| 6M | -2.9% | +49.9% | -52.8% | -27.3% |
| YTD | +154.2% | +66.9% | +87.4% | +74.1% |
| 1Y | +186.6% | +58.8% | +127.7% | +103.5% |
| 3Y | +871.5% | +140.8% | +730.7% | +427.0% |
| 5Y | +911.7% | +115.0% | +796.7% | +485.1% |
| 10Y | +4,277.4% | +570.8% | +3,706.6% | +1,034.3% |
| All | +4,277.4% | +575.4% | +3,701.9% | +1,034.3% |
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