+101.3%
NOK vs MSCI
-10.9%
+112.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +7.5% |
| 7D | +7.3% | -2.1% | +9.3% | +7.9% |
| 30D | +13.8% | -1.7% | +15.5% | +14.2% |
| 3M | -27.0% | -8.2% | -18.8% | -25.8% |
| 6M | +37.6% | -2.4% | +40.0% | +35.6% |
| YTD | +64.6% | -2.8% | +67.4% | +61.4% |
| 1Y | +132.0% | -2.7% | +134.7% | +127.3% |
| 3Y | +183.7% | +7.3% | +176.4% | +160.5% |
| 5Y | +101.3% | -11.4% | +112.7% | +84.6% |
| All | +101.3% | -10.9% | +112.2% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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