+197.3%
MKSI vs NOC
+28.9%
+168.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.7% | +0.8% | +1.9% | +2.9% |
| 30D | -12.8% | -9.7% | -3.1% | -14.5% |
| 3M | -22.5% | -5.6% | -16.9% | -22.8% |
| 6M | +19.4% | -28.6% | +48.0% | +14.4% |
| YTD | +67.7% | -7.9% | +75.6% | +67.0% |
| 1Y | +131.4% | -9.5% | +140.9% | +130.1% |
| 3Y | +197.3% | +28.4% | +169.0% | +216.5% |
| All | +197.3% | +28.9% | +168.4% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling