+34.9%
MAS vs NWSA
+4.0%
+30.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.0% | -9.4% | +11.3% | +4.2% |
| 30D | +19.4% | -7.8% | +27.1% | +21.9% |
| 3M | +9.4% | -10.8% | +20.2% | +12.2% |
| 6M | +15.3% | +1.1% | +14.3% | +15.4% |
| YTD | +31.3% | +1.8% | +29.5% | +29.5% |
| 1Y | +34.9% | +6.0% | +28.8% | +31.2% |
| All | +34.9% | +4.0% | +30.9% | +31.2% |
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