+216.6%
MAS vs NWSA
+151.0%
+65.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +3.6% | -9.7% | +13.3% | +7.8% |
| 30D | +23.8% | -8.6% | +32.4% | +28.3% |
| 3M | +14.4% | -6.3% | +20.7% | +17.0% |
| 6M | +19.7% | -1.2% | +20.9% | +19.0% |
| YTD | +36.0% | +2.6% | +33.3% | +32.1% |
| 1Y | +40.4% | 0.0% | +40.3% | +37.9% |
| 3Y | +58.9% | +30.1% | +28.9% | +38.7% |
| 5Y | +44.5% | +18.3% | +26.2% | +27.7% |
| All | +216.6% | +151.0% | +65.5% | +89.1% |
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