-63.8%
NOK vs MSCI
+3,095.4%
-3,159.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.3% | +5.0% | +3.6% |
| 7D | -10.5% | +2.8% | -13.3% | -11.6% |
| 30D | -27.9% | +15.4% | -43.3% | -32.2% |
| 3M | -18.8% | +13.4% | -32.2% | -23.3% |
| 6M | -41.9% | +10.9% | -52.8% | -45.6% |
| YTD | +18.4% | +13.0% | +5.4% | +9.1% |
| 1Y | +10.9% | +12.0% | -1.2% | +2.4% |
| 3Y | +137.9% | +34.1% | +103.8% | +99.7% |
| 5Y | +47.8% | +3.9% | +43.9% | +34.3% |
| 10Y | +116.4% | +802.0% | -685.6% | -27.1% |
| All | -63.8% | +3,095.4% | -3,159.2% | -93.3% |
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