+1,285.7%
NOK vs MSI
+1,368.1%
-82.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.4% |
| 7D | +11.0% | +2.6% | +8.4% | +9.7% |
| 30D | -16.0% | +18.1% | -34.2% | -23.1% |
| 3M | -19.8% | +13.2% | -33.0% | -25.3% |
| 6M | -37.1% | +36.3% | -73.4% | -47.0% |
| YTD | +28.0% | +39.5% | -11.5% | +5.5% |
| 1Y | +17.9% | +36.9% | -18.9% | -1.9% |
| 3Y | +152.7% | +76.1% | +76.6% | +80.7% |
| 5Y | +62.3% | +123.7% | -61.4% | +1.7% |
| 10Y | +128.1% | +664.3% | -536.3% | -25.6% |
| All | +1,285.7% | +1,368.1% | -82.4% | +129.5% |
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