+122.4%
NOK vs MS
+803.8%
-681.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.5% |
| 7D | +7.3% | +2.5% | +4.8% | +6.1% |
| 30D | +13.8% | 0.0% | +13.8% | +13.8% |
| 3M | -27.0% | +2.4% | -29.5% | -27.5% |
| 6M | +37.6% | +36.4% | +1.2% | +21.7% |
| YTD | +64.6% | +23.8% | +40.8% | +50.9% |
| 1Y | +132.0% | +48.6% | +83.4% | +97.0% |
| 3Y | +183.7% | +179.1% | +4.5% | +79.8% |
| 5Y | +101.3% | +144.8% | -43.5% | +32.5% |
| 10Y | +122.4% | +794.2% | -671.8% | -17.8% |
| All | +122.4% | +803.8% | -681.4% | -17.8% |
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