+19.0%
NOK vs MSI
+37.5%
-18.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.5% |
| 7D | +5.4% | +3.2% | +2.1% | +5.6% |
| 30D | -14.1% | +17.6% | -31.7% | -13.3% |
| 3M | -23.6% | +14.5% | -38.1% | -22.8% |
| 6M | -45.1% | +34.3% | -79.4% | -45.5% |
| YTD | +24.7% | +39.7% | -15.0% | +28.0% |
| 1Y | +19.0% | +40.2% | -21.1% | +25.1% |
| All | +19.0% | +37.5% | -18.5% | +25.1% |
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