+19.9%
MA vs NOC
-1.3%
+21.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.3% | +0.3% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +11.8% | +14.1% | -2.3% | +10.2% |
| 3M | +17.2% | -4.6% | +21.8% | +17.5% |
| 6M | +33.4% | +0.7% | +32.7% | +32.7% |
| YTD | +16.1% | -2.6% | +18.8% | +12.8% |
| 1Y | +19.9% | -1.0% | +20.9% | +15.6% |
| All | +19.9% | -1.3% | +21.2% | +15.6% |
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 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