+161.4%
NOC vs MOS
-1.8%
+163.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.5% |
| 7D | +4.9% | +5.5% | -0.6% | +4.2% |
| 30D | +13.6% | +21.0% | -7.4% | +10.6% |
| 3M | -3.9% | -0.5% | -3.4% | -4.3% |
| 6M | +1.4% | +6.6% | -5.2% | -0.3% |
| YTD | -2.2% | -2.8% | +0.6% | -3.3% |
| 1Y | -1.2% | -8.1% | +6.9% | -1.7% |
| 3Y | +25.0% | -25.6% | +50.6% | +26.0% |
| 5Y | +66.0% | -29.8% | +95.8% | +66.5% |
| 10Y | +161.4% | +0.6% | +160.9% | +140.6% |
| All | +161.4% | -1.8% | +163.2% | +140.6% |
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