-7.5%
NOC vs MTSI
+59.5%
-67.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.6% |
| 7D | -5.0% | -10.7% | +5.7% | -5.5% |
| 30D | +10.3% | -29.0% | +39.3% | +8.8% |
| 3M | -4.3% | -14.7% | +10.4% | -5.0% |
| 6M | -6.5% | -20.1% | +13.6% | -9.0% |
| YTD | -6.7% | +36.1% | -42.9% | -11.0% |
| 1Y | -7.5% | +61.7% | -69.2% | -12.1% |
| All | -7.5% | +59.5% | -67.0% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 MTSI 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