+810.2%
MS vs NOC
+182.6%
+627.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.1% |
| 7D | +1.4% | -5.2% | +6.6% | +3.1% |
| 30D | -0.3% | -7.2% | +6.9% | +2.1% |
| 3M | +0.3% | -5.1% | +5.4% | +1.6% |
| 6M | +31.3% | -31.1% | +62.4% | +47.7% |
| YTD | +24.7% | -8.6% | +33.2% | +26.4% |
| 1Y | +47.9% | -9.7% | +57.6% | +50.2% |
| 3Y | +178.3% | +24.3% | +154.1% | +141.9% |
| 5Y | +144.9% | +52.6% | +92.3% | +81.3% |
| All | +810.2% | +182.6% | +627.7% | +368.4% |
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 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