+58.8%
NTAP vs MSTU
-93.3%
+152.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.6% | +10.5% | +2.4% |
| 7D | +3.3% | +16.1% | -12.9% | +2.0% |
| 30D | -0.2% | +68.7% | -68.9% | -4.6% |
| 3M | +11.4% | -11.0% | +22.4% | +10.5% |
| 6M | +88.7% | -33.4% | +122.1% | +88.1% |
| YTD | +78.9% | -59.5% | +138.4% | +81.0% |
| 1Y | +58.8% | -93.4% | +152.2% | +90.7% |
| All | +58.8% | -93.3% | +152.1% | +90.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling