+834.9%
MSCI vs NOC
+159.4%
+675.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -0.7% | +4.5% | -5.2% | -1.8% |
| 30D | +16.2% | +14.1% | +2.1% | +12.2% |
| 3M | +16.1% | -4.5% | +20.6% | +17.2% |
| 6M | +12.9% | -0.8% | +13.7% | +12.7% |
| YTD | +14.8% | -2.5% | +17.3% | +14.3% |
| 1Y | +13.8% | -0.1% | +13.9% | +12.5% |
| 3Y | +31.2% | +24.6% | +6.6% | +19.8% |
| 5Y | +5.6% | +65.6% | -60.0% | -14.9% |
| All | +834.9% | +159.4% | +675.5% | +506.1% |
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