+829.9%
MAR vs NWSA
+123.2%
+706.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.4% |
| 7D | -1.7% | -2.6% | +0.9% | -0.4% |
| 30D | -6.9% | +4.6% | -11.5% | -9.0% |
| 3M | -15.8% | +10.2% | -26.0% | -20.2% |
| 6M | +1.9% | +21.6% | -19.7% | -8.2% |
| YTD | +6.6% | +14.6% | -8.0% | -1.6% |
| 1Y | +23.7% | +0.4% | +23.3% | +21.5% |
| 3Y | +64.6% | +45.0% | +19.6% | +33.5% |
| 5Y | +156.4% | +41.3% | +115.1% | +105.8% |
| 10Y | +415.4% | +142.8% | +272.6% | +202.9% |
| All | +829.9% | +123.2% | +706.7% | +456.9% |
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