-37.1%
NOK vs MSI
+34.7%
-71.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -2.1% |
| 7D | +11.0% | +2.6% | +8.4% | +11.6% |
| 30D | -16.0% | +18.1% | -34.2% | -13.1% |
| 3M | -19.8% | +13.2% | -33.0% | -17.0% |
| 6M | -37.1% | +36.3% | -73.4% | -39.8% |
| All | -37.1% | +34.7% | -71.8% | -39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling