+42.7%
MKSI vs NOC
-7.1%
+49.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.5% | -0.5% | -6.3% |
| 7D | -10.7% | -5.0% | -5.7% | -12.1% |
| 30D | -30.5% | +10.3% | -40.8% | -28.1% |
| 3M | -39.2% | -4.3% | -34.8% | -39.1% |
| 6M | -33.0% | -6.5% | -26.5% | -31.9% |
| YTD | +22.3% | -6.7% | +29.1% | +18.6% |
| 1Y | +42.7% | -7.5% | +50.2% | +39.4% |
| All | +42.7% | -7.1% | +49.7% | +39.4% |
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