-52.6%
NOK vs MSCI
+2,756.4%
-2,809.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.3% | +2.9% | +2.8% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +4.7% | +0.6% | +4.1% | +4.3% |
| 3M | -39.7% | -7.1% | -32.6% | -38.7% |
| 6M | +23.1% | +0.8% | +22.2% | +20.2% |
| YTD | +55.0% | +1.0% | +54.0% | +50.3% |
| 1Y | +118.0% | +4.3% | +113.7% | +108.8% |
| 3Y | +170.5% | +9.9% | +160.5% | +147.6% |
| 5Y | +84.9% | -6.8% | +91.6% | +75.9% |
| 10Y | +112.0% | +614.7% | -502.7% | -20.8% |
| All | -52.6% | +2,756.4% | -2,809.0% | -90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling