+59.6%
NTAP vs MSTZ
-99.3%
+158.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.2% | +6.2% | +3.9% |
| 7D | -2.4% | +31.0% | -33.4% | -0.7% |
| 30D | -23.4% | +34.0% | -57.4% | -21.5% |
| 3M | -7.5% | -67.7% | +60.2% | -10.8% |
| 6M | +56.4% | -14.9% | +71.3% | +62.7% |
| YTD | +73.6% | -79.1% | +152.7% | +72.9% |
| 1Y | +68.4% | -58.9% | +127.3% | +75.1% |
| All | +59.6% | -99.3% | +158.9% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 MSTZ 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