-7.5%
NOC vs MSFU
-2.2%
-5.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +13.5% | -18.0% | -4.2% |
| 7D | -5.0% | +8.2% | -13.1% | -4.7% |
| 30D | +10.3% | +10.2% | +0.1% | +10.7% |
| 3M | -4.3% | +22.9% | -27.2% | -4.0% |
| 6M | -6.5% | +63.2% | -69.7% | -6.2% |
| YTD | -6.7% | +11.7% | -18.5% | -9.2% |
| 1Y | -7.5% | -3.5% | -4.0% | -10.2% |
| All | -7.5% | -2.2% | -5.3% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU 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 MSFU 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