+20.6%
NOC vs MSFU
+85.8%
-65.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +0.4% |
| 7D | +4.9% | -12.7% | +17.5% | +4.7% |
| 30D | +13.6% | -9.0% | +22.6% | +13.6% |
| 3M | -3.9% | +2.9% | -6.8% | -3.9% |
| 6M | +1.4% | +43.5% | -42.1% | +1.4% |
| YTD | -2.2% | -2.4% | +0.2% | -2.5% |
| 1Y | -1.2% | -13.5% | +12.3% | -1.4% |
| 3Y | +25.0% | +19.2% | +5.8% | +23.0% |
| All | +20.6% | +85.8% | -65.1% | +16.2% |
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 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