+53.5%
NTAP vs MSTU
-90.1%
+143.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.1% | +9.1% | +4.4% |
| 7D | -5.0% | -9.3% | +4.3% | -4.4% |
| 30D | -25.8% | -38.3% | +12.5% | -23.9% |
| 3M | -6.9% | +24.0% | -30.9% | -9.7% |
| 6M | +50.0% | -72.1% | +122.1% | +56.5% |
| YTD | +66.9% | -70.2% | +137.2% | +68.8% |
| 1Y | +58.3% | -89.6% | +147.9% | +68.9% |
| All | +53.5% | -90.1% | +143.5% | +52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling