+135.8%
NTAP vs MOS
-26.7%
+162.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +3.3% | -13.0% | -10.1% |
| 7D | -22.5% | +22.5% | -44.9% | -24.7% |
| 30D | -25.7% | +6.6% | -32.3% | -26.4% |
| 3M | -9.0% | -3.8% | -5.2% | -8.7% |
| 6M | +49.2% | -2.2% | +51.4% | +48.7% |
| YTD | +60.6% | -4.8% | +65.4% | +58.9% |
| 1Y | +48.7% | -11.7% | +60.4% | +49.2% |
| All | +135.8% | -26.7% | +162.5% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling