+562.2%
NTAP vs MOS
-3.5%
+565.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.3% | -2.7% |
| 7D | +7.2% | -2.0% | +9.2% | +7.6% |
| 30D | -18.4% | +15.3% | -33.7% | -21.6% |
| 3M | -11.3% | +1.5% | -12.8% | -12.8% |
| 6M | +53.8% | -2.0% | +55.7% | +51.6% |
| YTD | +72.0% | -6.5% | +78.5% | +69.3% |
| 1Y | +68.0% | -11.1% | +79.1% | +67.1% |
| 3Y | +149.5% | -30.3% | +179.7% | +156.9% |
| 5Y | +125.6% | -33.5% | +159.1% | +121.5% |
| All | +562.2% | -3.5% | +565.7% | +454.6% |
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