+22.5%
MA vs NWSA
+18.2%
+4.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.7% | +0.2% | +2.5% |
| 7D | +10.2% | +4.3% | +6.0% | +8.6% |
| 30D | +19.3% | +5.6% | +13.8% | +17.0% |
| 3M | +18.0% | +7.3% | +10.7% | +15.1% |
| 6M | +33.7% | +18.8% | +14.9% | +25.8% |
| YTD | +18.6% | +17.9% | +0.7% | +10.6% |
| 1Y | +22.5% | +19.3% | +3.1% | +13.9% |
| All | +22.5% | +18.2% | +4.2% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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