+16,084.9%
NOC vs MAS
+1,664.8%
+14,420.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.6% |
| 3M | -5.4% | +8.9% | -14.2% | -7.3% |
| 6M | -5.1% | +20.2% | -25.3% | -9.3% |
| YTD | -6.8% | +33.9% | -40.6% | -13.4% |
| 1Y | -6.4% | +34.7% | -41.1% | -13.3% |
| 3Y | +17.3% | +60.4% | -43.0% | +2.8% |
| 5Y | +56.3% | +43.5% | +12.9% | +37.4% |
| 10Y | +173.9% | +226.7% | -52.8% | +98.0% |
| All | +16,084.9% | +1,664.8% | +14,420.1% | +6,531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling