+10.9%
MSCI vs NOC
-5.2%
+16.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.2% | -2.3% |
| 7D | +2.8% | -5.8% | +8.7% | +4.7% |
| 30D | +15.4% | +10.9% | +4.5% | +11.1% |
| 3M | +13.4% | -7.1% | +20.5% | +16.2% |
| 6M | +10.9% | -5.3% | +16.2% | +11.1% |
| All | +10.9% | -5.2% | +16.1% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling