+576.6%
NTAP vs MSI
+689.5%
-113.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.6% | +1.5% | +2.8% |
| 7D | -5.0% | +8.3% | -13.3% | -8.7% |
| 30D | -25.8% | +18.9% | -44.6% | -31.9% |
| 3M | -6.9% | +13.2% | -20.1% | -12.9% |
| 6M | +50.0% | +38.3% | +11.7% | +26.4% |
| YTD | +66.9% | +38.9% | +28.1% | +37.8% |
| 1Y | +58.3% | +36.7% | +21.6% | +31.6% |
| 3Y | +145.1% | +76.6% | +68.6% | +73.0% |
| 5Y | +114.2% | +124.5% | -10.3% | +29.2% |
| 10Y | +576.6% | +674.5% | -98.0% | +122.9% |
| All | +576.6% | +689.5% | -113.0% | +122.9% |
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