+15,768.5%
NOC vs MSI
+4,035.2%
+11,733.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -5.2% | -3.7% | -1.5% | -4.6% |
| 30D | -7.2% | +6.8% | -14.0% | -8.2% |
| 3M | -5.1% | +14.3% | -19.4% | -7.2% |
| 6M | -31.1% | -1.6% | -29.5% | -31.1% |
| YTD | -8.6% | +22.8% | -31.4% | -11.7% |
| 1Y | -9.7% | -1.1% | -8.6% | -9.9% |
| 3Y | +24.3% | +70.5% | -46.2% | +13.3% |
| 5Y | +52.6% | +102.8% | -50.2% | +34.6% |
| 10Y | +183.6% | +597.4% | -413.8% | +108.5% |
| All | +15,768.5% | +4,035.2% | +11,733.3% | +7,339.0% |
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