+20.9%
MS vs NOC
-7.1%
+28.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.5% | +8.8% | +4.5% |
| 7D | +2.6% | -5.0% | +7.6% | +2.9% |
| 30D | +2.6% | +10.3% | -7.7% | +1.7% |
| 3M | -10.1% | -4.3% | -5.8% | -9.8% |
| 6M | +4.4% | -6.5% | +10.9% | +4.7% |
| YTD | +11.7% | -6.7% | +18.5% | +7.7% |
| 1Y | +20.9% | -7.5% | +28.4% | +16.7% |
| All | +20.9% | -7.1% | +28.0% | +16.7% |
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 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