+2,222.5%
MKSI vs NOC
+3,255.7%
-1,033.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | -12.8% | -9.7% | -3.1% | -9.7% |
| 3M | -22.5% | -5.6% | -16.9% | -21.8% |
| 6M | +19.4% | -28.6% | +48.0% | +33.6% |
| YTD | +67.7% | -7.9% | +75.6% | +68.9% |
| 1Y | +131.4% | -9.5% | +140.9% | +134.0% |
| 3Y | +197.3% | +28.4% | +169.0% | +149.0% |
| 5Y | +87.0% | +59.0% | +28.0% | +36.3% |
| 10Y | +522.1% | +191.3% | +330.8% | +233.0% |
| All | +2,222.5% | +3,255.7% | -1,033.1% | +531.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling