+15,768.5%
NOC vs MOS
+155.8%
+15,612.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -2.7% |
| 7D | -5.2% | +9.5% | -14.7% | -6.3% |
| 30D | -7.2% | +10.4% | -17.6% | -8.5% |
| 3M | -5.1% | +12.9% | -18.0% | -7.0% |
| 6M | -31.1% | +1.2% | -32.3% | -31.8% |
| YTD | -8.6% | +9.3% | -17.9% | -10.6% |
| 1Y | -9.7% | -18.0% | +8.3% | -8.6% |
| 3Y | +24.3% | -29.0% | +53.3% | +26.3% |
| 5Y | +52.6% | -9.6% | +62.2% | +47.6% |
| 10Y | +183.6% | +6.1% | +177.5% | +152.7% |
| All | +15,768.5% | +155.8% | +15,612.7% | +10,788.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling