+867.9%
NTAP vs MSCI
+2,756.4%
-1,888.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.8% | +0.4% | -1.2% | -0.9% |
| 30D | -0.5% | +0.6% | -1.1% | -0.8% |
| 3M | +4.1% | -7.1% | +11.2% | +6.1% |
| 6M | +88.0% | +0.8% | +87.1% | +85.2% |
| YTD | +75.6% | +1.0% | +74.6% | +71.9% |
| 1Y | +58.9% | +4.3% | +54.6% | +52.7% |
| 3Y | +153.6% | +9.9% | +143.6% | +133.5% |
| 5Y | +127.6% | -6.8% | +134.4% | +117.3% |
| 10Y | +580.4% | +614.7% | -34.3% | +169.5% |
| All | +867.9% | +2,756.4% | -1,888.5% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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