+568.4%
MA vs NWSA
+149.3%
+419.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +1.8% | -9.7% | +11.5% | +5.9% |
| 30D | +11.8% | -8.6% | +20.5% | +15.8% |
| 3M | +17.2% | -6.3% | +23.4% | +19.8% |
| 6M | +33.4% | -1.2% | +34.6% | +32.9% |
| YTD | +16.1% | +2.6% | +13.5% | +13.3% |
| 1Y | +19.9% | 0.0% | +19.9% | +18.2% |
| 3Y | +70.1% | +30.1% | +40.0% | +46.3% |
| 5Y | +89.6% | +18.3% | +71.3% | +65.6% |
| 10Y | +568.4% | +149.3% | +419.1% | +286.7% |
| All | +568.4% | +149.3% | +419.1% | +286.7% |
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