-2.1%
MA vs NOC
-8.3%
+6.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | -1.8% | -2.7% | +0.9% | -1.5% |
| 30D | +1.4% | -8.9% | +10.3% | +2.4% |
| 3M | +17.7% | -3.7% | +21.4% | +18.1% |
| 6M | +9.7% | -30.8% | +40.5% | +11.7% |
| YTD | +0.5% | -7.9% | +8.4% | -1.9% |
| 1Y | -2.1% | -9.4% | +7.4% | -2.9% |
| All | -2.1% | -8.3% | +6.3% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling