+133.9%
NOK vs MS
+544.7%
-410.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +11.0% | +3.7% | +7.3% | +9.3% |
| 30D | -16.0% | +2.0% | -18.0% | -16.4% |
| 3M | -19.8% | -12.6% | -7.2% | -14.6% |
| 6M | -37.1% | -0.3% | -36.9% | -36.2% |
| YTD | +28.0% | +9.0% | +19.0% | +24.5% |
| 1Y | +17.9% | +13.9% | +4.1% | +12.6% |
| 3Y | +152.7% | +173.6% | -20.9% | +62.3% |
| 5Y | +62.3% | +122.0% | -59.7% | +12.1% |
| All | +133.9% | +544.7% | -410.8% | +7.4% |
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