+1,314.1%
NTAP vs MOH
+1,286.6%
+27.5%
-74.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +2.2% | -4.2% | +6.4% | +2.9% |
| 30D | -7.0% | -2.4% | -4.7% | -6.7% |
| 3M | +12.3% | -4.4% | +16.7% | +12.8% |
| 6M | +85.1% | +32.9% | +52.2% | +74.4% |
| YTD | +74.8% | +11.9% | +62.9% | +67.4% |
| 1Y | +52.7% | +6.9% | +45.7% | +46.3% |
| 3Y | +147.7% | -39.4% | +187.1% | +152.3% |
| 5Y | +124.8% | -25.0% | +149.7% | +116.7% |
| 10Y | +589.7% | +244.9% | +344.8% | +365.0% |
| All | +1,314.1% | +1,286.6% | +27.5% | +447.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling