+73.2%
MSFT vs NOC
+56.3%
+17.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -1.0% | -1.6% | +0.5% | -1.0% |
| 30D | -2.7% | -10.4% | +7.7% | -2.3% |
| 3M | +22.1% | -5.6% | +27.7% | +22.3% |
| 6M | +20.6% | -30.4% | +51.0% | +21.7% |
| YTD | +2.3% | -8.5% | +10.8% | +2.2% |
| 1Y | -0.5% | -8.3% | +7.8% | -0.7% |
| 3Y | +50.5% | +28.2% | +22.3% | +45.7% |
| All | +73.2% | +56.3% | +17.0% | +61.6% |
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