-7.5%
NOC vs MSI
+28.6%
-36.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.2% | -5.8% | -4.9% |
| 7D | -5.0% | +2.8% | -7.8% | -5.7% |
| 30D | +10.3% | +9.1% | +1.2% | +7.8% |
| 3M | -4.3% | +12.5% | -16.8% | -7.1% |
| 6M | -6.5% | +14.2% | -20.7% | -9.6% |
| YTD | -6.7% | +30.7% | -37.5% | -10.3% |
| 1Y | -7.5% | +27.5% | -35.0% | -13.1% |
| All | -7.5% | +28.6% | -36.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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