+1,113.2%
MA vs NWSA
+99.5%
+1,013.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -0.3% | -10.5% | +10.2% | +4.0% |
| 30D | +11.3% | -8.8% | +20.1% | +15.2% |
| 3M | +16.7% | -6.5% | +23.2% | +19.4% |
| 6M | +32.8% | -1.3% | +34.1% | +32.4% |
| YTD | +15.6% | +2.5% | +13.1% | +13.0% |
| 1Y | +19.6% | +0.2% | +19.4% | +17.9% |
| 3Y | +72.1% | +27.6% | +44.5% | +50.4% |
| 5Y | +96.0% | +17.0% | +79.1% | +73.1% |
| 10Y | +554.8% | +148.3% | +406.4% | +283.7% |
| All | +1,113.2% | +99.5% | +1,013.7% | +673.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling