+162.8%
NOC vs MOS
+3.2%
+159.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | -0.3% | +24.8% | -25.1% | -3.2% |
| 30D | +14.1% | +22.7% | -8.6% | +11.0% |
| 3M | -4.6% | -1.2% | -3.4% | -4.9% |
| 6M | +0.7% | +5.5% | -4.8% | -0.8% |
| YTD | -2.6% | -2.0% | -0.7% | -3.8% |
| 1Y | -1.0% | -7.9% | +7.0% | -1.4% |
| 3Y | +24.5% | -25.0% | +49.5% | +25.3% |
| 5Y | +64.3% | -27.7% | +92.1% | +64.2% |
| 10Y | +162.8% | -1.6% | +164.3% | +145.0% |
| All | +162.8% | +3.2% | +159.6% | +145.0% |
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