+112.4%
MS vs NOC
+56.0%
+56.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.6% | -5.8% | +4.3% | -1.1% |
| 30D | -3.8% | +10.9% | -14.7% | -4.7% |
| 3M | -14.6% | -7.1% | -7.5% | -14.2% |
| 6M | -5.1% | -5.3% | +0.3% | -4.8% |
| YTD | +4.5% | -6.8% | +11.3% | +4.5% |
| 1Y | +13.5% | -6.7% | +20.3% | +13.5% |
| 3Y | +160.4% | +17.2% | +143.2% | +152.9% |
| All | +112.4% | +56.0% | +56.4% | +90.8% |
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