+11.9%
NOK vs MKSI
+2,175.0%
-2,163.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | +8.7% | +4.9% | +3.8% | +7.1% |
| 30D | +12.5% | -11.0% | +23.5% | +16.8% |
| 3M | -20.7% | -17.1% | -3.7% | -16.2% |
| 6M | +36.2% | +16.4% | +19.7% | +29.1% |
| YTD | +64.1% | +64.3% | -0.1% | +38.5% |
| 1Y | +132.4% | +137.7% | -5.4% | +71.8% |
| 3Y | +182.9% | +189.1% | -6.2% | +79.9% |
| 5Y | +102.8% | +83.1% | +19.7% | +42.9% |
| 10Y | +126.8% | +509.4% | -382.5% | -8.9% |
| All | +11.9% | +2,175.0% | -2,163.1% | -75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling