+1,006.5%
NOC vs MTSI
+1,004.6%
+1.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.9% | -0.7% |
| 7D | -5.8% | -10.0% | +4.2% | -5.4% |
| 30D | +10.9% | -37.2% | +48.1% | +13.6% |
| 3M | -7.1% | -30.1% | +22.9% | -5.8% |
| 6M | -5.3% | -31.9% | +26.6% | -4.5% |
| YTD | -6.8% | +23.2% | -30.0% | -10.3% |
| 1Y | -6.7% | +26.4% | -33.1% | -10.5% |
| 3Y | +17.2% | +186.2% | -169.0% | +3.3% |
| 5Y | +56.3% | +187.0% | -130.8% | +35.7% |
| 10Y | +173.7% | +460.4% | -286.6% | +102.3% |
| All | +1,006.5% | +1,004.6% | +1.9% | +645.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling