+61.7%
MAS vs NWSA
+24.1%
+37.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -13.4% | +9.9% | +2.1% |
| 7D | +4.6% | -10.1% | +14.6% | +8.9% |
| 30D | +19.9% | -7.3% | +27.1% | +23.3% |
| 3M | +8.9% | -8.6% | +17.5% | +12.3% |
| 6M | +20.2% | +4.4% | +15.7% | +15.9% |
| YTD | +33.9% | +2.1% | +31.7% | +29.9% |
| 1Y | +34.7% | +4.1% | +30.6% | +29.1% |
| All | +61.7% | +24.1% | +37.6% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling