+445.3%
MP vs NWSA
+172.7%
+272.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.4% |
| 7D | -2.9% | -1.9% | -1.0% | -1.8% |
| 30D | +13.8% | +4.6% | +9.2% | +10.6% |
| 3M | -16.7% | +13.2% | -29.9% | -23.9% |
| 6M | -11.5% | +27.0% | -38.5% | -25.0% |
| YTD | +7.9% | +16.8% | -8.9% | -4.8% |
| 1Y | -15.0% | +4.5% | -19.5% | -19.6% |
| 3Y | +153.5% | +46.2% | +107.3% | +90.8% |
| 5Y | +58.7% | +40.9% | +17.7% | +17.5% |
| All | +445.3% | +172.7% | +272.6% | +250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling