+18,003.8%
NTAP vs MOS
-6.7%
+18,010.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +3.3% | -13.0% | -10.7% |
| 7D | -22.5% | +22.5% | -44.9% | -27.5% |
| 30D | -25.7% | +6.6% | -32.3% | -27.8% |
| 3M | -9.0% | -3.8% | -5.2% | -9.6% |
| 6M | +49.2% | -2.2% | +51.4% | +46.4% |
| YTD | +60.6% | -4.8% | +65.4% | +56.6% |
| 1Y | +48.7% | -11.7% | +60.4% | +47.7% |
| 3Y | +135.6% | -26.5% | +162.1% | +139.3% |
| 5Y | +107.8% | -32.2% | +140.0% | +103.2% |
| 10Y | +609.4% | +10.2% | +599.2% | +426.4% |
| All | +18,003.8% | -6.7% | +18,010.6% | +6,801.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling