+578.8%
MS vs NOC
+158.6%
+420.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +2.3% |
| 7D | +0.7% | -2.9% | +3.7% | +1.6% |
| 30D | -0.9% | +12.1% | -13.1% | -4.7% |
| 3M | -13.0% | -5.3% | -7.7% | -11.8% |
| 6M | -2.0% | -1.0% | -1.0% | -2.4% |
| YTD | +7.8% | -4.3% | +12.1% | +7.3% |
| 1Y | +17.9% | -3.6% | +21.5% | +17.0% |
| 3Y | +174.8% | +22.9% | +151.9% | +142.2% |
| 5Y | +119.9% | +60.4% | +59.5% | +61.1% |
| 10Y | +578.8% | +161.3% | +417.6% | +297.5% |
| All | +578.8% | +158.6% | +420.2% | +297.5% |
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 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