+154.4%
NOC vs MAS
+215.9%
-61.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -5.8% | +2.4% | -8.2% | -6.4% |
| 30D | +10.9% | +19.8% | -9.0% | +6.5% |
| 3M | -7.1% | +9.8% | -16.9% | -9.2% |
| 6M | -5.3% | +15.8% | -21.1% | -9.0% |
| YTD | -6.8% | +31.8% | -38.6% | -13.7% |
| 1Y | -6.7% | +35.4% | -42.1% | -14.3% |
| 3Y | +17.2% | +59.2% | -42.0% | +0.2% |
| 5Y | +56.3% | +41.2% | +15.0% | +35.5% |
| All | +154.4% | +215.9% | -61.5% | +69.7% |
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