+105.6%
NTAP vs MOS
-32.4%
+138.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -15.1% | +21.6% | -36.6% | -18.0% |
| 30D | -28.1% | +12.0% | -40.0% | -29.7% |
| 3M | -11.4% | -3.9% | -7.6% | -11.4% |
| 6M | +52.2% | -3.3% | +55.5% | +51.4% |
| YTD | +60.4% | -4.6% | +65.1% | +58.4% |
| 1Y | +51.0% | -7.0% | +58.0% | +49.6% |
| 3Y | +135.6% | -24.4% | +160.0% | +137.4% |
| All | +105.6% | -32.4% | +138.0% | +93.4% |
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 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