+2.8%
MOS vs NWSA
+159.6%
-156.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.2% | +1.5% |
| 7D | +19.7% | -10.5% | +30.2% | +26.1% |
| 30D | +21.5% | -8.8% | +30.3% | +26.4% |
| 3M | -0.4% | -6.5% | +6.1% | +1.8% |
| 6M | +4.5% | -1.3% | +5.9% | +2.8% |
| YTD | -2.9% | +2.5% | -5.4% | -7.6% |
| 1Y | -7.7% | +0.2% | -7.9% | -11.0% |
| 3Y | -25.6% | +27.6% | -53.3% | -39.5% |
| 5Y | -31.2% | +17.0% | -48.1% | -43.4% |
| 10Y | +2.8% | +148.3% | -145.5% | -53.2% |
| All | +2.8% | +159.6% | -156.8% | -53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling