+156.8%
NOC vs MOS
-4.2%
+161.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.2% | +0.2% |
| 7D | +4.5% | -2.6% | +7.1% | +4.9% |
| 30D | +14.1% | +13.5% | +0.6% | +12.0% |
| 3M | -4.5% | -2.9% | -1.5% | -4.6% |
| 6M | -0.8% | -1.0% | +0.2% | -1.5% |
| YTD | -2.5% | -7.2% | +4.7% | -3.0% |
| 1Y | -0.1% | -11.4% | +11.3% | -0.1% |
| 3Y | +24.6% | -29.0% | +53.6% | +26.2% |
| 5Y | +65.6% | -34.0% | +99.6% | +67.3% |
| All | +156.8% | -4.2% | +161.0% | +138.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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