+115.1%
NOK vs MKSI
+84.1%
+31.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.1% | +2.7% | +4.2% |
| 7D | +11.0% | +2.7% | +8.3% | +10.2% |
| 30D | +7.8% | -12.8% | +20.6% | +12.0% |
| 3M | -21.0% | -22.5% | +1.5% | -15.4% |
| 6M | +40.9% | +19.4% | +21.5% | +36.1% |
| YTD | +72.0% | +67.7% | +4.3% | +52.6% |
| 1Y | +140.9% | +131.4% | +9.5% | +95.6% |
| 3Y | +194.3% | +197.3% | -3.1% | +105.4% |
| All | +115.1% | +84.1% | +31.0% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling