+39.5%
MAS vs NWSA
+1.1%
+38.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -1.8% | -12.2% | +10.4% | +1.0% |
| 30D | +23.6% | -8.7% | +32.2% | +26.2% |
| 3M | +12.4% | -6.0% | +18.4% | +14.4% |
| 6M | +21.9% | -0.3% | +22.2% | +22.3% |
| YTD | +36.1% | +3.5% | +32.6% | +33.1% |
| 1Y | +39.5% | +0.8% | +38.7% | +38.8% |
| All | +39.5% | +1.1% | +38.4% | +38.8% |
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