+134.4%
NOK vs MA
-2.1%
+136.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +0.8% |
| 7D | +9.3% | -3.5% | +12.9% | +8.2% |
| 30D | +17.9% | +0.8% | +17.1% | +18.2% |
| 3M | -22.3% | +14.8% | -37.1% | -19.1% |
| 6M | +36.4% | +10.0% | +26.4% | +42.3% |
| YTD | +66.3% | -0.1% | +66.4% | +74.4% |
| 1Y | +134.4% | -2.2% | +136.6% | +148.1% |
| All | +134.4% | -2.1% | +136.6% | +148.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling