+58.8%
NTAP vs MSI
-2.0%
+60.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +1.9% |
| 7D | +3.3% | -5.8% | +9.0% | +3.0% |
| 30D | -0.2% | -1.0% | +0.8% | -0.2% |
| 3M | +11.4% | +14.2% | -2.8% | +12.5% |
| 6M | +88.7% | +1.0% | +87.6% | +89.1% |
| YTD | +78.9% | +21.5% | +57.5% | +77.7% |
| 1Y | +58.8% | -2.1% | +60.9% | +58.8% |
| All | +58.8% | -2.0% | +60.8% | +58.8% |
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