+625.8%
NTAP vs MOH
+264.4%
+361.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.6% | +8.3% |
| 7D | +7.4% | +1.7% | +5.7% | +7.1% |
| 30D | -1.4% | -0.9% | -0.5% | -1.3% |
| 3M | +24.6% | +5.7% | +18.9% | +23.3% |
| 6M | +105.9% | +39.1% | +66.8% | +95.3% |
| YTD | +88.5% | +17.7% | +70.8% | +81.1% |
| 1Y | +62.1% | +8.4% | +53.7% | +56.8% |
| 3Y | +169.1% | -36.6% | +205.6% | +172.3% |
| 5Y | +141.9% | -19.1% | +161.0% | +128.8% |
| All | +625.8% | +264.4% | +361.4% | +448.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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