+513.2%
MA vs NWSA
+144.0%
+369.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -3.5% | -3.1% | -0.4% | -2.2% |
| 30D | +0.8% | +4.3% | -3.5% | -1.1% |
| 3M | +14.8% | +9.2% | +5.6% | +10.2% |
| 6M | +10.0% | +21.6% | -11.6% | +0.6% |
| YTD | -0.1% | +14.2% | -14.3% | -6.4% |
| 1Y | -2.2% | +1.8% | -4.0% | -4.0% |
| 3Y | +39.3% | +44.4% | -5.2% | +15.1% |
| 5Y | +66.3% | +41.0% | +25.4% | +35.4% |
| 10Y | +513.2% | +150.0% | +363.2% | +248.3% |
| All | +513.2% | +144.0% | +369.2% | +248.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling