+17,983.5%
NTAP vs MSI
+919.3%
+17,064.2%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | -15.1% | +4.7% | -19.7% | -17.5% |
| 30D | -28.1% | +14.8% | -42.8% | -33.8% |
| 3M | -11.4% | +8.8% | -20.3% | -16.3% |
| 6M | +52.2% | +19.3% | +32.9% | +34.4% |
| YTD | +60.4% | +35.3% | +25.1% | +30.9% |
| 1Y | +51.0% | +33.8% | +17.2% | +23.9% |
| 3Y | +135.6% | +74.4% | +61.1% | +62.8% |
| 5Y | +107.5% | +120.5% | -13.0% | +22.7% |
| 10Y | +608.6% | +685.2% | -76.6% | +92.9% |
| All | +17,983.5% | +919.3% | +17,064.2% | +2,719.2% |
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