+192.3%
NTAP vs MSFU
+72.2%
+120.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.4% |
| 7D | +3.3% | -3.2% | +6.4% | +4.0% |
| 30D | -0.2% | -3.1% | +2.9% | +0.3% |
| 3M | +11.4% | +35.3% | -23.9% | +2.2% |
| 6M | +88.7% | +31.6% | +57.1% | +73.5% |
| YTD | +78.9% | -9.5% | +88.4% | +79.1% |
| 1Y | +58.8% | -18.4% | +77.2% | +62.7% |
| 3Y | +153.5% | +26.9% | +126.6% | +119.2% |
| All | +192.3% | +72.2% | +120.1% | +128.3% |
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