+157.4%
NOC vs MOS
-3.5%
+160.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +4.8% | -2.0% | +6.8% | +5.1% |
| 30D | +11.0% | +15.3% | -4.3% | +8.8% |
| 3M | -3.8% | +1.5% | -5.3% | -4.5% |
| 6M | +0.6% | -2.0% | +2.6% | 0.0% |
| YTD | -2.3% | -6.5% | +4.2% | -2.9% |
| 1Y | +0.3% | -11.1% | +11.3% | +0.2% |
| 3Y | +24.6% | -30.3% | +54.9% | +26.6% |
| 5Y | +66.0% | -33.5% | +99.5% | +67.5% |
| All | +157.4% | -3.5% | +160.9% | +139.2% |
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