+61.4%
NTAP vs MSTU
-85.2%
+146.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.3% |
| 7D | -0.8% | +21.3% | -22.1% | -2.1% |
| 30D | -0.5% | +90.8% | -91.4% | -5.1% |
| 3M | +4.1% | -6.8% | +10.8% | +2.6% |
| 6M | +88.0% | -39.8% | +127.8% | +87.6% |
| YTD | +75.6% | -55.7% | +131.3% | +75.0% |
| 1Y | +58.9% | -92.7% | +151.6% | +73.4% |
| All | +61.4% | -85.2% | +146.6% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling