+101.3%
NOK vs MA
+70.4%
+30.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.7% |
| 7D | +7.3% | -1.8% | +9.0% | +7.9% |
| 30D | +13.8% | +1.4% | +12.4% | +13.0% |
| 3M | -27.0% | +17.7% | -44.7% | -32.1% |
| 6M | +37.6% | +9.7% | +27.9% | +31.3% |
| YTD | +64.6% | +0.5% | +64.1% | +63.0% |
| 1Y | +132.0% | -2.1% | +134.1% | +132.0% |
| 3Y | +183.7% | +40.1% | +143.6% | +131.8% |
| 5Y | +101.3% | +67.5% | +33.8% | +43.2% |
| All | +101.3% | +70.4% | +30.8% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling