+122.5%
NTAP vs MOS
-29.3%
+151.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.2% |
| 7D | -2.4% | +5.5% | -7.9% | -3.3% |
| 30D | -23.4% | +21.0% | -44.4% | -26.1% |
| 3M | -7.5% | -0.5% | -7.1% | -8.0% |
| 6M | +56.4% | +6.6% | +49.8% | +52.9% |
| YTD | +73.6% | -2.8% | +76.4% | +71.0% |
| 1Y | +68.4% | -8.1% | +76.5% | +67.4% |
| 3Y | +150.6% | -25.6% | +176.2% | +153.5% |
| 5Y | +122.5% | -29.8% | +152.2% | +105.2% |
| All | +122.5% | -29.3% | +151.8% | +105.2% |
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 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