+123.8%
NOK vs MS
+614.4%
-490.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.4% |
| 7D | -1.4% | +0.7% | -2.2% | -1.6% |
| 30D | -21.0% | -0.9% | -20.1% | -20.5% |
| 3M | -12.6% | -13.0% | +0.4% | -6.8% |
| 6M | -36.2% | -2.0% | -34.2% | -34.8% |
| YTD | +26.4% | +7.8% | +18.6% | +23.6% |
| 1Y | +19.6% | +17.9% | +1.7% | +12.7% |
| 3Y | +152.6% | +174.8% | -22.2% | +62.1% |
| 5Y | +57.3% | +119.9% | -62.6% | +9.2% |
| 10Y | +123.8% | +578.8% | -455.1% | +5.3% |
| All | +123.8% | +614.4% | -490.7% | +5.3% |
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 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