+133,470.8%
MSFT vs NOC
+16,458.4%
+117,012.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.5% | -1.4% |
| 7D | -2.7% | -5.2% | +2.5% | -1.3% |
| 30D | +2.7% | -7.2% | +9.9% | +4.7% |
| 3M | +17.0% | -5.1% | +22.1% | +18.4% |
| 6M | +23.8% | -31.1% | +54.9% | +35.6% |
| YTD | +4.0% | -8.6% | +12.6% | +5.3% |
| 1Y | -0.8% | -9.7% | +8.9% | +0.6% |
| 3Y | +55.6% | +24.3% | +31.3% | +41.6% |
| 5Y | +72.9% | +52.6% | +20.3% | +45.2% |
| 10Y | +875.8% | +183.6% | +692.2% | +579.1% |
| All | +133,470.8% | +16,458.4% | +117,012.4% | +44,908.8% |
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