+56.3%
NOC vs MAS
+41.7%
+14.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -6.6% | +4.6% | -11.2% | -7.0% |
| 30D | +8.7% | +19.9% | -11.2% | +7.2% |
| 3M | -5.4% | +8.9% | -14.2% | -6.1% |
| 6M | -5.1% | +20.2% | -25.3% | -6.6% |
| YTD | -6.8% | +33.9% | -40.6% | -9.2% |
| 1Y | -6.4% | +34.7% | -41.1% | -8.9% |
| 3Y | +17.3% | +60.4% | -43.0% | +11.8% |
| 5Y | +56.3% | +43.5% | +12.9% | +50.5% |
| All | +56.3% | +41.7% | +14.7% | +50.5% |
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