+579.4%
NTAP vs MSI
+663.2%
-83.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +2.0% |
| 7D | +9.9% | +2.6% | +7.3% | +8.6% |
| 30D | -22.1% | +18.1% | -40.3% | -28.3% |
| 3M | -7.7% | +13.2% | -20.9% | -13.6% |
| 6M | +60.9% | +36.3% | +24.7% | +36.7% |
| YTD | +76.4% | +39.5% | +36.9% | +45.3% |
| 1Y | +69.3% | +36.9% | +32.5% | +40.8% |
| 3Y | +154.6% | +76.1% | +78.5% | +80.1% |
| 5Y | +131.4% | +123.7% | +7.7% | +40.0% |
| All | +579.4% | +663.2% | -83.8% | +125.5% |
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