+279.7%
MDY vs NWSA
+123.2%
+156.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +1.0% | -2.6% | +3.7% | +2.2% |
| 30D | -3.1% | +4.6% | -7.7% | -5.0% |
| 3M | +1.8% | +10.2% | -8.4% | -2.9% |
| 6M | +10.8% | +21.6% | -10.8% | +0.8% |
| YTD | +14.4% | +14.6% | -0.2% | +6.3% |
| 1Y | +15.2% | +0.4% | +14.8% | +13.1% |
| 3Y | +51.2% | +45.0% | +6.2% | +25.5% |
| 5Y | +47.2% | +41.3% | +6.0% | +20.4% |
| 10Y | +171.1% | +142.8% | +28.3% | +63.5% |
| All | +279.7% | +123.2% | +156.5% | +133.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling