+570.8%
NTAP vs MOS
+3.2%
+567.6%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | -7.8% | +24.8% | -32.6% | -12.8% |
| 30D | -25.8% | +22.7% | -48.5% | -29.7% |
| 3M | -11.2% | -1.2% | -10.0% | -12.0% |
| 6M | +49.9% | +5.5% | +44.4% | +45.4% |
| YTD | +66.9% | -2.0% | +68.8% | +62.7% |
| 1Y | +58.8% | -7.9% | +66.8% | +56.9% |
| 3Y | +140.8% | -25.0% | +165.8% | +143.8% |
| 5Y | +115.0% | -27.7% | +142.7% | +106.8% |
| 10Y | +570.8% | -1.6% | +572.3% | +458.7% |
| All | +570.8% | +3.2% | +567.6% | +458.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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