+189.8%
NOC vs MOH
+264.4%
-74.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | +0.8% | +1.7% | -0.9% | +0.5% |
| 30D | -9.7% | -0.9% | -8.8% | -9.6% |
| 3M | -5.6% | +5.7% | -11.4% | -6.7% |
| 6M | -28.6% | +39.1% | -67.7% | -32.3% |
| YTD | -7.9% | +17.7% | -25.6% | -11.4% |
| 1Y | -9.5% | +8.4% | -17.9% | -12.4% |
| 3Y | +28.4% | -36.6% | +64.9% | +31.4% |
| 5Y | +59.0% | -19.1% | +78.0% | +55.3% |
| All | +189.8% | +264.4% | -74.5% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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