+56.1%
NOC vs MSI
+100.4%
-44.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.0% |
| 7D | -2.7% | -5.8% | +3.1% | -1.2% |
| 30D | -8.9% | -1.0% | -7.9% | -8.7% |
| 3M | -3.7% | +14.2% | -17.8% | -6.9% |
| 6M | -30.8% | +1.0% | -31.9% | -31.2% |
| YTD | -7.9% | +21.5% | -29.4% | -12.7% |
| 1Y | -9.4% | -2.1% | -7.3% | -9.4% |
| 3Y | +29.0% | +69.3% | -40.4% | +8.9% |
| 5Y | +56.1% | +99.3% | -43.3% | +25.9% |
| All | +56.1% | +100.4% | -44.4% | +25.9% |
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