+16,077.5%
NOC vs MOS
+123.1%
+15,954.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -5.8% | +21.6% | -27.4% | -8.4% |
| 30D | +10.9% | +12.0% | -1.1% | +8.9% |
| 3M | -7.1% | -3.9% | -3.2% | -7.2% |
| 6M | -5.3% | -3.3% | -2.0% | -5.8% |
| YTD | -6.8% | -4.6% | -2.2% | -7.6% |
| 1Y | -6.7% | -7.0% | +0.3% | -7.4% |
| 3Y | +17.2% | -24.4% | +41.6% | +17.6% |
| 5Y | +56.3% | -32.1% | +88.4% | +56.2% |
| 10Y | +173.7% | +10.3% | +163.4% | +141.8% |
| All | +16,077.5% | +123.1% | +15,954.4% | +11,142.2% |
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 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