+58.9%
NTAP vs MOS
-8.6%
+67.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.8% | +2.2% | +4.1% |
| 7D | -5.0% | +19.7% | -24.6% | -5.0% |
| 30D | -25.8% | +21.5% | -47.3% | -25.9% |
| 3M | -6.9% | -0.4% | -6.5% | -6.1% |
| 6M | +50.0% | +4.5% | +45.5% | +50.2% |
| YTD | +66.9% | -2.9% | +69.8% | +68.5% |
| All | +58.9% | -8.6% | +67.6% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling