+130.6%
NOK vs MA
+517.1%
-386.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.3% |
| 7D | +9.3% | -3.5% | +12.9% | +10.8% |
| 30D | +17.9% | +0.8% | +17.1% | +17.2% |
| 3M | -22.3% | +14.8% | -37.1% | -27.1% |
| 6M | +36.4% | +10.0% | +26.4% | +29.4% |
| YTD | +66.3% | -0.1% | +66.4% | +63.9% |
| 1Y | +134.4% | -2.2% | +136.6% | +132.5% |
| 3Y | +186.6% | +39.3% | +147.3% | +139.8% |
| 5Y | +102.7% | +66.3% | +36.3% | +54.1% |
| All | +130.6% | +517.1% | -386.4% | -15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling