+149.5%
NTAP vs MSI
+76.4%
+73.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +7.2% | +3.2% | +4.0% | +6.6% |
| 30D | -18.4% | +17.6% | -36.0% | -20.9% |
| 3M | -11.3% | +14.5% | -25.8% | -13.7% |
| 6M | +53.8% | +34.3% | +19.5% | +43.7% |
| YTD | +72.0% | +39.7% | +32.2% | +54.9% |
| 1Y | +68.0% | +40.2% | +27.9% | +51.1% |
| 3Y | +149.5% | +77.1% | +72.3% | +90.9% |
| All | +149.5% | +76.4% | +73.1% | +90.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling