+576.6%
NTAP vs MOS
+6.2%
+570.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.2% | +3.6% |
| 7D | -5.0% | +19.7% | -24.6% | -9.3% |
| 30D | -25.8% | +21.5% | -47.3% | -29.5% |
| 3M | -6.9% | -0.4% | -6.5% | -7.9% |
| 6M | +50.0% | +4.5% | +45.5% | +45.7% |
| YTD | +66.9% | -2.9% | +69.8% | +63.1% |
| 1Y | +58.3% | -7.7% | +66.0% | +56.2% |
| 3Y | +145.1% | -25.6% | +170.8% | +148.7% |
| 5Y | +114.2% | -31.2% | +145.4% | +108.7% |
| 10Y | +576.6% | +2.8% | +573.7% | +461.2% |
| All | +576.6% | +6.2% | +570.4% | +461.2% |
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