+139,698.9%
MSFT vs NOC
+17,556.4%
+122,142.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -2.4% | +4.5% | -7.0% | -3.5% |
| 30D | -3.8% | +14.1% | -17.8% | -7.2% |
| 3M | +6.4% | -4.5% | +10.9% | +7.2% |
| 6M | +28.8% | -0.8% | +29.5% | +28.3% |
| YTD | +8.8% | -2.5% | +11.4% | +8.0% |
| 1Y | +3.2% | -0.1% | +3.2% | +1.6% |
| 3Y | +44.8% | +24.6% | +20.2% | +31.8% |
| 5Y | +61.8% | +65.6% | -3.8% | +32.9% |
| 10Y | +897.9% | +160.5% | +737.4% | +608.8% |
| All | +139,698.9% | +17,556.4% | +122,142.5% | +46,070.6% |
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 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