+12.9%
NOC vs MSFU
+70.7%
-57.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -1.6% | -2.3% | +0.8% | -1.6% |
| 30D | -10.4% | -6.3% | -4.1% | -10.4% |
| 3M | -5.6% | +40.0% | -45.6% | -5.5% |
| 6M | -30.4% | +30.1% | -60.5% | -30.4% |
| YTD | -8.5% | -10.3% | +1.8% | -8.7% |
| 1Y | -8.3% | -19.0% | +10.7% | -8.5% |
| 3Y | +28.2% | +25.8% | +2.4% | +25.3% |
| All | +12.9% | +70.7% | -57.8% | +8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling