+132.0%
NOK vs MS
+49.1%
+82.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.6% |
| 7D | +7.3% | +2.5% | +4.8% | +5.7% |
| 30D | +13.8% | 0.0% | +13.8% | +13.8% |
| 3M | -27.0% | +2.4% | -29.5% | -27.3% |
| 6M | +37.6% | +36.4% | +1.2% | +27.1% |
| YTD | +64.6% | +23.8% | +40.8% | +55.8% |
| 1Y | +132.0% | +48.6% | +83.4% | +116.1% |
| All | +132.0% | +49.1% | +82.9% | +116.1% |
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