-29.0%
NOK vs MA
+17,834.5%
-17,863.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | +11.0% | -0.5% | +11.5% | +11.2% |
| 30D | -16.0% | +7.9% | -23.9% | -18.8% |
| 3M | -19.8% | +16.8% | -36.5% | -25.2% |
| 6M | -37.1% | +31.0% | -68.1% | -44.7% |
| YTD | +28.0% | +15.0% | +12.9% | +18.1% |
| 1Y | +17.9% | +17.0% | +0.9% | +8.0% |
| 3Y | +152.7% | +68.5% | +84.3% | +95.8% |
| 5Y | +62.3% | +85.0% | -22.7% | +19.9% |
| 10Y | +128.1% | +561.3% | -433.3% | -7.0% |
| All | -29.0% | +17,834.5% | -17,863.6% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling