+794.2%
MS vs NWSA
+143.8%
+650.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.3% |
| 7D | +2.5% | -2.6% | +5.1% | +3.9% |
| 30D | 0.0% | +4.6% | -4.6% | -2.5% |
| 3M | +2.4% | +10.2% | -7.8% | -3.8% |
| 6M | +36.4% | +21.6% | +14.8% | +20.7% |
| YTD | +23.8% | +14.6% | +9.2% | +12.7% |
| 1Y | +48.6% | +0.4% | +48.3% | +45.2% |
| 3Y | +179.1% | +45.0% | +134.2% | +120.6% |
| 5Y | +144.8% | +41.3% | +103.5% | +89.1% |
| 10Y | +794.2% | +142.8% | +651.4% | +346.8% |
| All | +794.2% | +143.8% | +650.3% | +346.8% |
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