+189.3%
NOC vs MSI
+593.5%
-404.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.6% | -4.0% | +2.4% | -0.2% |
| 30D | -10.4% | -0.5% | -9.9% | -10.3% |
| 3M | -5.6% | +11.4% | -17.0% | -9.3% |
| 6M | -30.4% | +1.0% | -31.4% | -31.1% |
| YTD | -8.5% | +20.7% | -29.1% | -15.0% |
| 1Y | -8.3% | -2.7% | -5.6% | -8.3% |
| 3Y | +28.2% | +68.2% | -40.0% | +2.6% |
| 5Y | +56.7% | +100.0% | -43.2% | +15.2% |
| 10Y | +189.3% | +596.9% | -407.5% | +48.2% |
| All | +189.3% | +593.5% | -404.2% | +48.2% |
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