+46.1%
MDY vs NWSA
+39.0%
+7.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.6% |
| 7D | -2.5% | -4.8% | +2.2% | -0.5% |
| 30D | -5.0% | +3.0% | -8.0% | -6.3% |
| 3M | +0.5% | +9.3% | -8.8% | -3.9% |
| 6M | +8.0% | +23.2% | -15.2% | -2.6% |
| YTD | +12.2% | +13.3% | -1.2% | +4.6% |
| 1Y | +14.0% | +2.9% | +11.1% | +11.0% |
| 3Y | +48.2% | +43.3% | +4.8% | +22.0% |
| 5Y | +46.1% | +40.9% | +5.2% | +16.4% |
| All | +46.1% | +39.0% | +7.0% | +16.4% |
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