-14.0%
NOK vs MA
+15,793.6%
-15,807.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.1% |
| 7D | -1.8% | -2.7% | +0.9% | -0.7% |
| 30D | +4.7% | +1.5% | +3.2% | +3.9% |
| 3M | -39.7% | +20.4% | -60.1% | -44.7% |
| 6M | +23.1% | +11.1% | +11.9% | +16.2% |
| YTD | +55.0% | +2.0% | +53.1% | +51.1% |
| 1Y | +118.0% | -2.2% | +120.2% | +115.7% |
| 3Y | +170.5% | +41.9% | +128.6% | +126.1% |
| 5Y | +84.9% | +75.4% | +9.5% | +39.5% |
| 10Y | +112.0% | +527.5% | -415.6% | -11.4% |
| All | -14.0% | +15,793.6% | -15,807.6% | -84.8% |
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 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