+105.6%
NTAP vs MSI
+118.7%
-13.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -15.1% | +4.7% | -19.7% | -16.5% |
| 30D | -28.1% | +14.8% | -42.8% | -31.6% |
| 3M | -11.4% | +8.8% | -20.3% | -14.4% |
| 6M | +52.2% | +19.3% | +32.9% | +41.0% |
| YTD | +60.4% | +35.3% | +25.1% | +39.3% |
| 1Y | +51.0% | +33.8% | +17.2% | +31.7% |
| 3Y | +135.6% | +74.4% | +61.1% | +75.1% |
| All | +105.6% | +118.7% | -13.1% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling