+138.6%
NOK vs MKSI
+524.1%
-385.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.3% |
| 7D | +11.0% | +2.7% | +8.3% | +10.3% |
| 30D | +7.8% | -12.8% | +20.6% | +11.7% |
| 3M | -21.0% | -22.5% | +1.5% | -15.9% |
| 6M | +40.9% | +19.4% | +21.5% | +35.7% |
| YTD | +72.0% | +67.7% | +4.3% | +52.4% |
| 1Y | +140.9% | +131.4% | +9.5% | +96.0% |
| 3Y | +194.3% | +197.3% | -3.1% | +111.2% |
| 5Y | +112.5% | +87.0% | +25.6% | +65.3% |
| All | +138.6% | +524.1% | -385.5% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 10y: compounded portfolio wealth divided by compounded MKSI 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…
10y analysis · Full analysis span regression · 6 months rolling