-9.0%
NOC vs MSI
-1.8%
-7.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -1.8% | -1.8% | 0.0% | -1.4% |
| 30D | -9.4% | -0.6% | -8.8% | -9.3% |
| 3M | -3.8% | +13.0% | -16.9% | -6.2% |
| 6M | -28.8% | +0.5% | -29.3% | -28.9% |
| YTD | -7.9% | +21.7% | -29.6% | -11.2% |
| 1Y | -9.0% | -2.6% | -6.4% | -7.1% |
| All | -9.0% | -1.8% | -7.3% | -7.1% |
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