+140.9%
NOK vs MSI
-2.0%
+142.9%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.3% | +4.8% |
| 7D | +11.0% | -0.4% | +11.4% | +11.0% |
| 30D | +7.8% | -0.8% | +8.6% | +7.9% |
| 3M | -21.0% | +13.9% | -34.9% | -21.8% |
| 6M | +40.9% | +1.3% | +39.5% | +39.7% |
| YTD | +72.0% | +22.3% | +49.7% | +72.4% |
| 1Y | +140.9% | -3.9% | +144.8% | +160.1% |
| All | +140.9% | -2.0% | +142.9% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 1y: compounded portfolio wealth divided by compounded MSI 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…
1y analysis · Full analysis span regression · 6 months rolling