+6,288.2%
MS vs NOC
+7,497.1%
-1,208.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.5% |
| 7D | +1.4% | -5.2% | +6.6% | +4.0% |
| 30D | -0.3% | -7.2% | +6.9% | +3.3% |
| 3M | +0.3% | -5.1% | +5.4% | +2.2% |
| 6M | +31.3% | -31.1% | +62.4% | +56.2% |
| YTD | +24.7% | -8.6% | +33.2% | +27.5% |
| 1Y | +47.9% | -9.7% | +57.6% | +51.5% |
| 3Y | +178.3% | +24.3% | +154.1% | +130.8% |
| 5Y | +144.9% | +52.6% | +92.3% | +71.7% |
| 10Y | +804.5% | +183.6% | +620.9% | +330.3% |
| All | +6,288.2% | +7,497.1% | -1,208.9% | +624.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling