+1,578.5%
NOK vs MS
+5,034.8%
-3,456.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.3% | +2.4% | +2.6% |
| 7D | -1.8% | +1.4% | -3.1% | -2.3% |
| 30D | +4.7% | -0.3% | +4.9% | +4.8% |
| 3M | -39.7% | +0.3% | -39.9% | -39.4% |
| 6M | +23.1% | +31.3% | -8.3% | +11.2% |
| YTD | +55.0% | +24.7% | +30.4% | +42.4% |
| 1Y | +118.0% | +47.9% | +70.1% | +87.2% |
| 3Y | +170.5% | +178.3% | -7.8% | +78.0% |
| 5Y | +84.9% | +144.9% | -60.0% | +26.7% |
| 10Y | +112.0% | +804.5% | -692.5% | -17.2% |
| All | +1,578.5% | +5,034.8% | -3,456.3% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling