+64.3%
NOC vs MAS
+42.7%
+21.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | -0.3% | +3.6% | -3.9% | -0.6% |
| 30D | +14.1% | +23.8% | -9.7% | +12.2% |
| 3M | -4.6% | +14.4% | -19.1% | -5.7% |
| 6M | +0.7% | +19.7% | -19.0% | -0.8% |
| YTD | -2.6% | +36.0% | -38.6% | -5.3% |
| 1Y | -1.0% | +40.4% | -41.3% | -3.9% |
| 3Y | +24.5% | +58.9% | -34.4% | +18.8% |
| 5Y | +64.3% | +44.5% | +19.8% | +58.7% |
| All | +64.3% | +42.7% | +21.7% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling