+168.1%
NOC vs MAS
+219.8%
-51.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.7% |
| 7D | -6.6% | +4.6% | -11.2% | -7.6% |
| 30D | +8.7% | +19.9% | -11.2% | +4.4% |
| 3M | -5.4% | +8.9% | -14.2% | -7.4% |
| 6M | -5.1% | +20.2% | -25.3% | -9.5% |
| YTD | -6.8% | +33.9% | -40.6% | -14.0% |
| 1Y | -6.4% | +34.7% | -41.1% | -13.9% |
| 3Y | +17.3% | +60.4% | -43.0% | +0.1% |
| 5Y | +56.3% | +43.5% | +12.9% | +35.0% |
| All | +168.1% | +219.8% | -51.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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