+162.8%
NOC vs MTSI
+454.4%
-291.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +1.8% |
| 7D | -0.3% | -3.8% | +3.5% | -0.3% |
| 30D | +14.1% | -31.4% | +45.5% | +15.6% |
| 3M | -4.6% | -23.8% | +19.1% | -4.0% |
| 6M | +0.7% | -37.1% | +37.8% | +1.9% |
| YTD | -2.6% | +32.2% | -34.8% | -5.9% |
| 1Y | -1.0% | +26.9% | -27.9% | -4.1% |
| 3Y | +24.5% | +193.7% | -169.3% | +12.4% |
| 5Y | +64.3% | +218.0% | -153.7% | +45.6% |
| 10Y | +162.8% | +477.8% | -315.0% | +102.6% |
| All | +162.8% | +454.4% | -291.6% | +102.6% |
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