+194.3%
NOK vs MA
+39.0%
+155.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.7% |
| 7D | +11.0% | -1.7% | +12.7% | +11.2% |
| 30D | +7.8% | +1.7% | +6.2% | +7.5% |
| 3M | -21.0% | +17.2% | -38.2% | -23.2% |
| 6M | +40.9% | +13.3% | +27.6% | +37.6% |
| YTD | +72.0% | +0.2% | +71.8% | +74.4% |
| 1Y | +140.9% | -2.7% | +143.6% | +146.7% |
| 3Y | +194.3% | +39.1% | +155.2% | +158.5% |
| All | +194.3% | +39.0% | +155.3% | +158.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling