+38.6%
MA vs NWSA
+43.6%
-5.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -3.5% | -3.4% | -0.1% | -2.3% |
| 30D | +0.8% | +3.9% | -3.2% | -0.6% |
| 3M | +14.8% | +8.9% | +5.9% | +11.2% |
| 6M | +10.0% | +21.2% | -11.2% | +2.6% |
| YTD | -0.1% | +13.8% | -13.9% | -5.1% |
| 1Y | -2.2% | +1.4% | -3.6% | -3.6% |
| All | +38.6% | +43.6% | -5.0% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling