+1,181.9%
NOK vs MS
+4,205.2%
-3,023.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.9% |
| 7D | -10.5% | -1.6% | -9.0% | -9.9% |
| 30D | -27.9% | -3.8% | -24.1% | -26.6% |
| 3M | -18.8% | -14.6% | -4.2% | -13.3% |
| 6M | -41.9% | -5.1% | -36.9% | -40.1% |
| YTD | +18.4% | +4.5% | +13.9% | +16.9% |
| 1Y | +10.9% | +13.5% | -2.7% | +6.0% |
| 3Y | +137.9% | +160.4% | -22.5% | +61.6% |
| 5Y | +47.8% | +112.9% | -65.1% | +7.6% |
| 10Y | +116.4% | +633.4% | -517.1% | -7.9% |
| All | +1,181.9% | +4,205.2% | -3,023.3% | +79.4% |
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