+131.1%
NTAP vs MOS
-8.7%
+139.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -0.8% | +9.5% | -10.3% | -2.4% |
| 30D | -0.5% | +10.4% | -11.0% | -2.5% |
| 3M | +4.1% | +12.9% | -8.8% | +1.3% |
| 6M | +88.0% | +1.2% | +86.7% | +85.2% |
| YTD | +75.6% | +9.3% | +66.3% | +70.0% |
| 1Y | +58.9% | -18.0% | +76.9% | +62.6% |
| 3Y | +153.6% | -29.0% | +182.6% | +160.0% |
| All | +131.1% | -8.7% | +139.8% | +102.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling