+142,414.7%
MSFT vs NOC
+17,539.7%
+124,875.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.8% | -4.0% | -2.7% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | -0.4% | +14.1% | -14.5% | -3.9% |
| 3M | +5.6% | -4.6% | +10.2% | +6.4% |
| 6M | +29.0% | +0.7% | +28.2% | +28.0% |
| YTD | +10.9% | -2.6% | +13.6% | +10.1% |
| 1Y | +6.2% | -1.0% | +7.2% | +4.9% |
| 3Y | +47.6% | +24.5% | +23.1% | +34.4% |
| 5Y | +67.9% | +64.3% | +3.6% | +38.2% |
| 10Y | +922.9% | +162.8% | +760.1% | +624.9% |
| All | +142,414.7% | +17,539.7% | +124,875.0% | +46,980.3% |
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