+16,877.1%
NOC vs MSI
+4,640.9%
+12,236.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | +4.9% | +7.7% | -2.8% | +3.6% |
| 30D | +13.6% | +19.9% | -6.3% | +10.4% |
| 3M | -3.9% | +14.9% | -18.8% | -6.0% |
| 6M | +1.4% | +37.2% | -35.8% | -3.7% |
| YTD | -2.2% | +40.8% | -43.0% | -7.6% |
| 1Y | -1.2% | +38.1% | -39.3% | -6.4% |
| 3Y | +25.0% | +77.7% | -52.7% | +13.2% |
| 5Y | +66.0% | +129.0% | -63.0% | +43.7% |
| 10Y | +161.4% | +671.3% | -509.9% | +89.0% |
| All | +16,877.1% | +4,640.9% | +12,236.3% | +7,687.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling