+157.4%
NOC vs MTSI
+465.0%
-307.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.5% |
| 7D | +4.8% | +10.0% | -5.1% | +4.4% |
| 30D | +11.0% | -20.3% | +31.4% | +11.8% |
| 3M | -3.8% | -24.4% | +20.6% | -3.1% |
| 6M | +0.6% | -39.2% | +39.8% | +2.0% |
| YTD | -2.3% | +35.5% | -37.8% | -5.7% |
| 1Y | +0.3% | +43.0% | -42.8% | -3.6% |
| 3Y | +24.6% | +196.3% | -171.7% | +12.5% |
| 5Y | +66.0% | +210.0% | -144.0% | +47.5% |
| All | +157.4% | +465.0% | -307.6% | +96.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling