-15.6%
MOS vs NWSA
+18.2%
-33.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | +3.7% | +13.6% | +16.8% |
| 7D | +17.9% | +4.3% | +13.7% | +17.3% |
| 30D | +1.6% | +5.6% | -4.0% | +0.8% |
| 3M | -4.0% | +7.3% | -11.2% | -4.9% |
| 6M | -4.1% | +18.8% | -23.0% | -6.0% |
| YTD | -7.8% | +17.9% | -25.7% | -9.0% |
| 1Y | -15.6% | +19.3% | -34.9% | -17.4% |
| All | -15.6% | +18.2% | -33.8% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling