+589.7%
NTAP vs MSI
+593.5%
-3.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.0% |
| 7D | +2.2% | -4.0% | +6.2% | +4.2% |
| 30D | -7.0% | -0.5% | -6.6% | -7.0% |
| 3M | +12.3% | +11.4% | +0.9% | +6.1% |
| 6M | +85.1% | +1.0% | +84.1% | +81.7% |
| YTD | +74.8% | +20.7% | +54.1% | +55.3% |
| 1Y | +52.7% | -2.7% | +55.4% | +51.4% |
| 3Y | +147.7% | +68.2% | +79.5% | +79.0% |
| 5Y | +124.8% | +100.0% | +24.8% | +44.5% |
| 10Y | +589.7% | +596.9% | -7.2% | +189.5% |
| All | +589.7% | +593.5% | -3.8% | +189.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling