+145.1%
MS vs NOC
+53.6%
+91.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +1.4% | -5.2% | +6.6% | +1.8% |
| 30D | -0.3% | -7.2% | +6.9% | +0.3% |
| 3M | +0.3% | -5.1% | +5.4% | +0.6% |
| 6M | +31.3% | -31.1% | +62.4% | +34.9% |
| YTD | +24.7% | -8.6% | +33.2% | +24.9% |
| 1Y | +47.9% | -9.7% | +57.6% | +48.3% |
| 3Y | +178.3% | +24.3% | +154.1% | +168.7% |
| All | +145.1% | +53.6% | +91.4% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling