+1,578.5%
NOK vs MSI
+1,192.2%
+386.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.5% | +3.1% |
| 7D | -1.8% | -3.7% | +1.9% | +0.1% |
| 30D | +4.7% | +6.8% | -2.1% | +0.8% |
| 3M | -39.7% | +14.3% | -54.0% | -44.1% |
| 6M | +23.1% | -1.6% | +24.6% | +22.3% |
| YTD | +55.0% | +22.8% | +32.2% | +37.2% |
| 1Y | +118.0% | -1.1% | +119.1% | +114.2% |
| 3Y | +170.5% | +70.5% | +100.0% | +97.5% |
| 5Y | +84.9% | +102.8% | -17.9% | +22.4% |
| 10Y | +112.0% | +597.4% | -485.4% | -27.3% |
| All | +1,578.5% | +1,192.2% | +386.4% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling