-1.0%
NOC vs MOS
-7.8%
+6.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.8% |
| 7D | -0.3% | +24.8% | -25.1% | +0.1% |
| 30D | +14.1% | +22.7% | -8.6% | +14.7% |
| 3M | -4.6% | -1.2% | -3.4% | -3.6% |
| 6M | +0.7% | +5.5% | -4.8% | +1.3% |
| YTD | -2.6% | -2.0% | -0.7% | -2.3% |
| 1Y | -1.0% | -7.9% | +7.0% | -1.6% |
| All | -1.0% | -7.8% | +6.8% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling