+577.1%
NTAP vs MOS
+5.8%
+571.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.2% |
| 7D | -0.8% | +9.5% | -10.3% | -3.0% |
| 30D | -0.5% | +10.4% | -11.0% | -3.1% |
| 3M | +4.1% | +12.9% | -8.8% | +0.3% |
| 6M | +88.0% | +1.2% | +86.7% | +84.2% |
| YTD | +75.6% | +9.3% | +66.3% | +68.3% |
| 1Y | +58.9% | -18.0% | +76.9% | +63.0% |
| 3Y | +153.6% | -29.0% | +182.6% | +162.5% |
| 5Y | +127.6% | -9.6% | +137.2% | +107.4% |
| All | +577.1% | +5.8% | +571.3% | +478.4% |
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