+143.4%
NTAP vs MOH
-19.7%
+163.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.0% | +6.6% | +8.5% |
| 7D | +7.4% | +1.7% | +5.7% | +7.3% |
| 30D | -1.4% | -0.9% | -0.5% | -1.3% |
| 3M | +24.6% | +5.7% | +18.9% | +24.3% |
| 6M | +105.9% | +39.1% | +66.8% | +102.6% |
| YTD | +88.5% | +17.7% | +70.8% | +86.3% |
| 1Y | +62.1% | +8.4% | +53.7% | +60.5% |
| 3Y | +169.1% | -36.6% | +205.6% | +166.9% |
| All | +143.4% | -19.7% | +163.0% | +123.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling