-1.7%
MSCI vs NOC
-9.2%
+7.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -3.9% |
| 7D | -2.1% | -2.7% | +0.6% | -1.6% |
| 30D | -1.7% | -8.9% | +7.1% | 0.0% |
| 3M | -8.2% | -3.7% | -4.5% | -7.8% |
| 6M | -2.4% | -30.8% | +28.4% | +2.8% |
| YTD | -2.8% | -7.9% | +5.1% | -4.8% |
| All | -1.7% | -9.2% | +7.5% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling