+92.3%
MA vs NOC
+56.0%
+36.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | +2.3% | -5.8% | +8.1% | +3.0% |
| 30D | +14.7% | +10.9% | +3.8% | +13.2% |
| 3M | +13.5% | -7.1% | +20.6% | +14.3% |
| 6M | +33.1% | -5.3% | +38.5% | +33.6% |
| YTD | +15.1% | -6.8% | +21.9% | +15.1% |
| 1Y | +18.7% | -6.7% | +25.4% | +18.7% |
| 3Y | +72.1% | +17.2% | +54.9% | +66.4% |
| All | +92.3% | +56.0% | +36.3% | +75.2% |
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