+60.4%
NOC vs MSI
+123.5%
-63.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.0% |
| 7D | -2.9% | +8.3% | -11.3% | -5.0% |
| 30D | +12.1% | +18.9% | -6.7% | +7.2% |
| 3M | -5.3% | +13.2% | -18.5% | -8.3% |
| 6M | -1.0% | +38.3% | -39.3% | -9.1% |
| YTD | -4.3% | +38.9% | -43.2% | -12.5% |
| 1Y | -3.6% | +36.7% | -40.3% | -11.6% |
| 3Y | +22.9% | +76.6% | -53.6% | +2.8% |
| 5Y | +60.4% | +124.5% | -64.1% | +23.2% |
| All | +60.4% | +123.5% | -63.1% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling