+57.3%
NOK vs MA
+93.0%
-35.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.6% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -21.0% | +11.3% | -32.4% | -24.2% |
| 3M | -12.6% | +16.7% | -29.3% | -17.8% |
| 6M | -36.2% | +32.8% | -69.0% | -43.6% |
| YTD | +26.4% | +15.6% | +10.8% | +18.6% |
| 1Y | +19.6% | +19.6% | 0.0% | +10.2% |
| 3Y | +152.6% | +72.1% | +80.5% | +85.6% |
| 5Y | +57.3% | +96.0% | -38.8% | +4.8% |
| All | +57.3% | +93.0% | -35.8% | +4.8% |
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