+160.3%
NOC vs MSI
+672.0%
-511.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -0.3% | +7.4% | -7.7% | -2.8% |
| 30D | +14.1% | +18.7% | -4.6% | +7.4% |
| 3M | -4.6% | +14.5% | -19.1% | -9.1% |
| 6M | +0.7% | +38.1% | -37.4% | -10.4% |
| YTD | -2.6% | +38.7% | -41.3% | -13.9% |
| 1Y | -1.0% | +35.4% | -36.4% | -11.8% |
| 3Y | +24.5% | +75.1% | -50.6% | -1.5% |
| 5Y | +64.3% | +126.4% | -62.1% | +15.5% |
| All | +160.3% | +672.0% | -511.7% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling