+894.4%
MSFT vs NOC
+163.6%
+730.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.4% |
| 7D | -6.2% | +4.9% | -11.1% | -7.2% |
| 30D | -3.7% | +13.6% | -17.3% | -6.7% |
| 3M | +3.6% | -3.9% | +7.5% | +4.3% |
| 6M | +26.8% | +1.4% | +25.4% | +25.8% |
| YTD | +8.4% | -2.2% | +10.6% | +7.4% |
| 1Y | +3.3% | -1.2% | +4.5% | +1.9% |
| 3Y | +44.3% | +25.0% | +19.2% | +30.3% |
| 5Y | +63.3% | +66.0% | -2.7% | +27.6% |
| 10Y | +894.4% | +161.4% | +733.0% | +544.2% |
| All | +894.4% | +163.6% | +730.7% | +544.2% |
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