+73.1%
MA vs NOC
+53.6%
+19.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.8% |
| 7D | -2.7% | -5.2% | +2.5% | -2.1% |
| 30D | +1.5% | -7.2% | +8.7% | +2.5% |
| 3M | +20.4% | -5.1% | +25.5% | +21.1% |
| 6M | +11.1% | -31.1% | +42.2% | +16.0% |
| YTD | +2.0% | -8.6% | +10.5% | +2.4% |
| 1Y | -2.2% | -9.7% | +7.6% | -1.6% |
| 3Y | +41.9% | +24.3% | +17.6% | +35.6% |
| All | +73.1% | +53.6% | +19.4% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling