+96.0%
MA vs NWSA
+15.5%
+80.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -0.3% | -10.5% | +10.2% | +3.7% |
| 30D | +11.3% | -8.8% | +20.1% | +15.0% |
| 3M | +16.7% | -6.5% | +23.2% | +19.2% |
| 6M | +32.8% | -1.3% | +34.1% | +32.4% |
| YTD | +15.6% | +2.5% | +13.1% | +13.1% |
| 1Y | +19.6% | +0.2% | +19.4% | +18.0% |
| 3Y | +72.1% | +27.6% | +44.5% | +50.8% |
| 5Y | +96.0% | +17.0% | +79.1% | +78.2% |
| All | +96.0% | +15.5% | +80.5% | +78.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling