+43.5%
MAS vs NWSA
+6.9%
+36.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -13.4% | +9.9% | +2.8% |
| 7D | +4.6% | -10.1% | +14.6% | +9.4% |
| 30D | +19.9% | -7.3% | +27.1% | +23.7% |
| 3M | +8.9% | -8.6% | +17.5% | +12.7% |
| 6M | +20.2% | +4.4% | +15.7% | +15.7% |
| YTD | +33.9% | +2.1% | +31.7% | +29.6% |
| 1Y | +34.7% | +4.1% | +30.6% | +28.8% |
| 3Y | +60.4% | +23.5% | +36.9% | +38.9% |
| 5Y | +43.5% | +13.5% | +29.9% | +23.6% |
| All | +43.5% | +6.9% | +36.5% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling