+59.6%
NTAP vs MSTU
-90.6%
+150.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.9% | +2.2% | +3.9% |
| 7D | -2.4% | -27.7% | +25.3% | -0.5% |
| 30D | -23.4% | -40.3% | +16.8% | -21.3% |
| 3M | -7.5% | +26.4% | -33.9% | -10.5% |
| 6M | +56.4% | -75.7% | +132.1% | +64.6% |
| YTD | +73.6% | -71.9% | +145.5% | +76.1% |
| 1Y | +68.4% | -89.3% | +157.7% | +79.4% |
| All | +59.6% | -90.6% | +150.2% | +58.9% |
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