+572.0%
NTAP vs MOS
+8.6%
+563.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -15.1% | +21.6% | -36.6% | -19.3% |
| 30D | -28.1% | +12.0% | -40.0% | -30.4% |
| 3M | -11.4% | -3.9% | -7.6% | -11.7% |
| 6M | +52.2% | -3.3% | +55.5% | +50.6% |
| YTD | +60.4% | -4.6% | +65.1% | +57.3% |
| 1Y | +51.0% | -7.0% | +58.0% | +48.6% |
| 3Y | +135.6% | -24.4% | +160.0% | +137.7% |
| 5Y | +107.5% | -32.1% | +139.6% | +102.8% |
| All | +572.0% | +8.6% | +563.3% | +456.3% |
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