+3.8%
MSCI vs NOC
+56.0%
-52.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | +2.8% | -5.8% | +8.7% | +3.6% |
| 30D | +15.4% | +10.9% | +4.5% | +13.8% |
| 3M | +13.4% | -7.1% | +20.5% | +14.4% |
| 6M | +10.9% | -5.3% | +16.2% | +11.4% |
| YTD | +13.0% | -6.8% | +19.8% | +13.2% |
| 1Y | +12.0% | -6.7% | +18.7% | +12.3% |
| 3Y | +34.1% | +17.2% | +16.9% | +29.2% |
| All | +3.8% | +56.0% | -52.2% | +0.1% |
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 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