+505.6%
MA vs NOC
+187.2%
+318.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | -1.8% | -2.7% | +0.9% | -0.9% |
| 30D | +1.4% | -8.9% | +10.3% | +4.3% |
| 3M | +17.7% | -3.7% | +21.4% | +18.8% |
| 6M | +9.7% | -30.8% | +40.5% | +22.7% |
| YTD | +0.5% | -7.9% | +8.4% | +1.6% |
| 1Y | -2.1% | -9.4% | +7.4% | -0.6% |
| 3Y | +40.1% | +29.0% | +11.1% | +21.9% |
| 5Y | +67.5% | +56.1% | +11.5% | +27.2% |
| 10Y | +505.6% | +186.3% | +319.3% | +256.6% |
| All | +505.6% | +187.2% | +318.4% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling