+161.3%
NOC vs MOS
+6.2%
+155.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.8% | +0.8% | +2.5% |
| 7D | -2.9% | +19.7% | -22.6% | -5.2% |
| 30D | +12.1% | +21.5% | -9.4% | +9.1% |
| 3M | -5.3% | -0.4% | -4.8% | -5.7% |
| 6M | -1.0% | +4.5% | -5.6% | -2.4% |
| YTD | -4.3% | -2.9% | -1.4% | -5.3% |
| 1Y | -3.6% | -7.7% | +4.1% | -4.2% |
| 3Y | +22.9% | -25.6% | +48.6% | +23.8% |
| 5Y | +60.4% | -31.2% | +91.5% | +61.2% |
| 10Y | +161.3% | +2.8% | +158.4% | +143.0% |
| All | +161.3% | +6.2% | +155.1% | +143.0% |
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