+64.5%
NTAP vs MSTU
-86.5%
+151.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.6% | +10.5% | +2.4% |
| 7D | +3.3% | +16.1% | -12.9% | +2.1% |
| 30D | -0.2% | +68.7% | -68.9% | -4.2% |
| 3M | +11.4% | -11.0% | +22.4% | +10.0% |
| 6M | +88.7% | -33.4% | +122.1% | +87.2% |
| YTD | +78.9% | -59.5% | +138.4% | +79.2% |
| 1Y | +58.8% | -93.4% | +152.2% | +74.2% |
| All | +64.5% | -86.5% | +151.0% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling