+110.9%
MO vs NOC
+192.5%
-81.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +0.8% | -0.6% | -0.1% |
| 30D | +7.1% | -9.7% | +16.8% | +10.0% |
| 3M | -2.0% | -5.6% | +3.7% | -0.7% |
| 6M | +7.3% | -28.6% | +35.9% | +16.8% |
| YTD | +23.5% | -7.9% | +31.3% | +24.7% |
| 1Y | +11.0% | -9.5% | +20.5% | +12.6% |
| 3Y | +95.0% | +28.4% | +66.6% | +75.1% |
| 5Y | +100.6% | +59.0% | +41.7% | +64.3% |
| All | +110.9% | +192.5% | -81.6% | +55.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling