+183.6%
NTAP vs MSFU
+85.8%
+97.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -4.8% | +8.8% | +5.2% |
| 7D | -2.4% | -12.7% | +10.2% | +0.8% |
| 30D | -23.4% | -9.0% | -14.4% | -21.8% |
| 3M | -7.5% | +2.9% | -10.5% | -8.5% |
| 6M | +56.4% | +43.5% | +12.8% | +41.6% |
| YTD | +73.6% | -2.4% | +76.0% | +70.6% |
| 1Y | +68.4% | -13.5% | +81.9% | +70.8% |
| 3Y | +150.6% | +19.2% | +131.4% | +120.9% |
| All | +183.6% | +85.8% | +97.9% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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