-36.6%
MOH vs NWSA
+43.3%
-79.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | +1.7% | -2.8% | +4.5% | +2.6% |
| 30D | -0.9% | +3.0% | -3.9% | -1.8% |
| 3M | +5.7% | +12.3% | -6.6% | +1.9% |
| 6M | +39.1% | +21.9% | +17.3% | +30.3% |
| YTD | +17.7% | +13.6% | +4.1% | +12.5% |
| 1Y | +8.4% | +0.5% | +7.9% | +5.7% |
| 3Y | -36.6% | +43.8% | -80.3% | -40.3% |
| All | -36.6% | +43.3% | -79.8% | -40.3% |
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