+16.4%
MKSI vs NOC
-29.1%
+45.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.0% |
| 7D | +4.9% | -1.8% | +6.6% | +4.1% |
| 30D | -11.0% | -9.4% | -1.5% | -14.5% |
| 3M | -17.1% | -3.8% | -13.2% | -16.9% |
| 6M | +16.4% | -28.8% | +45.2% | +28.3% |
| All | +16.4% | -29.1% | +45.5% | +28.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling