+127.6%
NOK vs MA
+514.8%
-387.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +8.7% | -3.5% | +12.2% | +10.2% |
| 30D | +12.5% | +0.7% | +11.8% | +12.0% |
| 3M | -20.7% | +15.8% | -36.5% | -26.0% |
| 6M | +36.2% | +10.2% | +25.9% | +29.1% |
| YTD | +64.1% | -0.5% | +64.6% | +62.0% |
| 1Y | +132.4% | -1.8% | +134.2% | +130.0% |
| 3Y | +182.9% | +38.7% | +144.1% | +137.0% |
| 5Y | +102.8% | +67.6% | +35.2% | +53.7% |
| All | +127.6% | +514.8% | -387.1% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling