+152.6%
NOK vs MA
+70.8%
+81.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.8% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | -21.0% | +11.3% | -32.4% | -21.4% |
| 3M | -12.6% | +16.7% | -29.3% | -13.4% |
| 6M | -36.2% | +32.8% | -69.0% | -38.1% |
| YTD | +26.4% | +15.6% | +10.8% | +27.5% |
| 1Y | +19.6% | +19.6% | 0.0% | +19.2% |
| 3Y | +152.6% | +72.1% | +80.5% | +90.2% |
| All | +152.6% | +70.8% | +81.8% | +90.2% |
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