+21.3%
NOK vs MS
+22.2%
-0.9%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -5.6% |
| 7D | -10.4% | +2.6% | -13.1% | -12.1% |
| 30D | -19.0% | +2.6% | -21.6% | -20.4% |
| 3M | -16.7% | -10.1% | -6.6% | -10.5% |
| 6M | -37.1% | +4.4% | -41.5% | -34.9% |
| YTD | +27.7% | +11.7% | +15.9% | +27.6% |
| 1Y | +21.3% | +20.9% | +0.3% | +17.3% |
| All | +21.3% | +22.2% | -0.9% | +17.3% |
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