+118.0%
NOK vs MS
+49.4%
+68.6%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.5% |
| 7D | -1.8% | +1.4% | -3.1% | -2.5% |
| 30D | +4.7% | -0.3% | +4.9% | +4.8% |
| 3M | -39.7% | +0.3% | -39.9% | -39.5% |
| 6M | +23.1% | +31.3% | -8.3% | +14.6% |
| YTD | +55.0% | +24.7% | +30.4% | +46.1% |
| 1Y | +118.0% | +47.9% | +70.1% | +100.6% |
| All | +118.0% | +49.4% | +68.6% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 1y: compounded portfolio wealth divided by compounded MS 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…
1y analysis · Full analysis span regression · 6 months rolling