+2,417.1%
MSCI vs NOC
+931.6%
+1,485.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.8% |
| 7D | +0.4% | -5.2% | +5.6% | +2.7% |
| 30D | +0.6% | -7.2% | +7.8% | +3.7% |
| 3M | -7.1% | -5.1% | -2.0% | -5.2% |
| 6M | +0.8% | -31.1% | +31.9% | +17.3% |
| YTD | +1.0% | -8.6% | +9.6% | +3.2% |
| 1Y | +4.3% | -9.7% | +14.0% | +7.0% |
| 3Y | +9.9% | +24.3% | -14.3% | -6.2% |
| 5Y | -6.8% | +52.6% | -59.4% | -31.9% |
| 10Y | +614.7% | +183.6% | +431.1% | +230.7% |
| All | +2,417.1% | +931.6% | +1,485.5% | +351.1% |
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 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