+162.1%
NTAP vs MSFU
+93.3%
+68.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.3% |
| 7D | -15.1% | +2.5% | -17.5% | -15.6% |
| 30D | -28.1% | -1.3% | -26.8% | -27.8% |
| 3M | -11.4% | +8.6% | -20.1% | -13.4% |
| 6M | +52.2% | +48.4% | +3.8% | +36.9% |
| YTD | +60.4% | +1.6% | +58.9% | +56.3% |
| 1Y | +51.0% | -5.8% | +56.8% | +49.8% |
| 3Y | +135.6% | +30.9% | +104.6% | +103.0% |
| All | +162.1% | +93.3% | +68.7% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling