+39.4%
MAS vs NWSA
+2.3%
+37.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.4% | -0.4% |
| 7D | +3.0% | +2.2% | +0.8% | +2.5% |
| 30D | +22.4% | -8.8% | +31.2% | +25.0% |
| 3M | +14.5% | -6.5% | +21.0% | +16.5% |
| 6M | +27.1% | +1.5% | +25.6% | +27.0% |
| YTD | +35.8% | +4.0% | +31.7% | +32.4% |
| 1Y | +39.4% | +3.4% | +36.0% | +36.4% |
| All | +39.4% | +2.3% | +37.1% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling