+45.5%
NOK vs MS
+111.6%
-66.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.0% |
| 7D | -10.5% | -1.6% | -9.0% | -9.7% |
| 30D | -27.9% | -3.8% | -24.1% | -26.2% |
| 3M | -18.8% | -14.6% | -4.2% | -11.7% |
| 6M | -41.9% | -5.1% | -36.9% | -39.3% |
| YTD | +18.4% | +4.5% | +13.9% | +17.8% |
| 1Y | +10.9% | +13.5% | -2.7% | +6.1% |
| 3Y | +137.9% | +160.4% | -22.5% | +42.5% |
| All | +45.5% | +111.6% | -66.1% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling