-32.8%
MOS vs NWSA
+12.8%
-45.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.3% |
| 7D | +21.6% | -9.4% | +31.0% | +25.3% |
| 30D | +12.0% | -7.8% | +19.7% | +14.4% |
| 3M | -3.9% | -10.8% | +6.9% | -0.8% |
| 6M | -3.3% | +1.1% | -4.4% | -5.4% |
| YTD | -4.6% | +1.8% | -6.4% | -7.6% |
| 1Y | -7.0% | +6.0% | -13.0% | -11.4% |
| 3Y | -24.4% | +24.6% | -49.0% | -33.9% |
| All | -32.8% | +12.8% | -45.6% | -42.0% |
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