+123.7%
NOK vs MS
+576.8%
-453.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.6% | +0.7% |
| 7D | -2.7% | +0.8% | -3.5% | -2.9% |
| 30D | -20.4% | -0.7% | -19.7% | -19.9% |
| 3M | -9.6% | -12.4% | +2.7% | -3.9% |
| 6M | -35.6% | -1.7% | -33.9% | -34.3% |
| YTD | +27.5% | +8.0% | +19.5% | +24.6% |
| 1Y | +18.4% | +16.2% | +2.1% | +12.1% |
| 3Y | +151.8% | +171.3% | -19.5% | +62.5% |
| 5Y | +61.1% | +124.8% | -63.6% | +10.9% |
| 10Y | +123.7% | +553.7% | -430.0% | +6.9% |
| All | +123.7% | +576.8% | -453.1% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling