+68.1%
NTAP vs MSI
+28.6%
+39.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.9% | -1.5% |
| 7D | -16.1% | +2.8% | -18.9% | -15.8% |
| 30D | -15.9% | +9.1% | -25.1% | -15.1% |
| 3M | -1.2% | +12.5% | -13.8% | -0.2% |
| 6M | +70.1% | +14.2% | +55.9% | +72.8% |
| YTD | +77.9% | +30.7% | +47.2% | +72.7% |
| 1Y | +68.1% | +27.5% | +40.6% | +76.6% |
| All | +68.1% | +28.6% | +39.5% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling