+19,691.7%
NTAP vs MSI
+824.9%
+18,866.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | -0.8% | -3.7% | +2.9% | +1.3% |
| 30D | -0.5% | +6.8% | -7.4% | -4.6% |
| 3M | +4.1% | +14.3% | -10.2% | -4.1% |
| 6M | +88.0% | -1.6% | +89.5% | +86.0% |
| YTD | +75.6% | +22.8% | +52.8% | +52.3% |
| 1Y | +58.9% | -1.1% | +60.0% | +55.1% |
| 3Y | +153.6% | +70.5% | +83.1% | +78.1% |
| 5Y | +127.6% | +102.8% | +24.8% | +41.6% |
| 10Y | +580.4% | +597.4% | -17.0% | +98.6% |
| All | +19,691.7% | +824.9% | +18,866.8% | +3,181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling