-39.4%
NOK vs MA
+33.9%
-73.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.6% |
| 7D | +2.2% | -1.8% | +4.0% | +0.1% |
| 30D | -14.7% | +11.0% | -25.8% | -3.7% |
| 3M | -10.6% | +17.9% | -28.5% | +9.2% |
| 6M | -39.4% | +33.2% | -72.5% | -5.8% |
| All | -39.4% | +33.9% | -73.3% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling