+784.3%
NTAP vs MSCI
+3,095.4%
-2,311.0%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | -15.1% | +2.8% | -17.9% | -16.1% |
| 30D | -28.1% | +15.4% | -43.5% | -32.3% |
| 3M | -11.4% | +13.4% | -24.9% | -16.2% |
| 6M | +52.2% | +10.9% | +41.3% | +43.9% |
| YTD | +60.4% | +13.0% | +47.4% | +49.5% |
| 1Y | +51.0% | +12.0% | +39.0% | +41.0% |
| 3Y | +135.6% | +34.1% | +101.5% | +99.6% |
| 5Y | +107.5% | +3.9% | +103.6% | +89.3% |
| 10Y | +608.6% | +802.0% | -193.4% | +155.1% |
| All | +784.3% | +3,095.4% | -2,311.0% | +79.3% |
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