+22.9%
NOC vs MSFU
+34.7%
-11.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.8% | +2.8% |
| 7D | -2.9% | +14.6% | -17.5% | -2.6% |
| 30D | +12.1% | +2.1% | +10.0% | +12.3% |
| 3M | -5.3% | +14.7% | -19.9% | -4.9% |
| 6M | -1.0% | +55.7% | -56.7% | -0.1% |
| YTD | -4.3% | +7.1% | -11.4% | -4.6% |
| 1Y | -3.6% | -0.5% | -3.1% | -4.1% |
| 3Y | +22.9% | +35.7% | -12.8% | +20.5% |
| All | +22.9% | +34.7% | -11.8% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling