+537.0%
MS vs NWSA
+141.7%
+395.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | +0.4% |
| 7D | +3.7% | -0.8% | +4.5% | +4.1% |
| 30D | +2.0% | -11.3% | +13.3% | +8.3% |
| 3M | -12.6% | -8.1% | -4.5% | -9.3% |
| 6M | -0.3% | -0.7% | +0.4% | -2.0% |
| YTD | +9.0% | +1.3% | +7.6% | +5.2% |
| 1Y | +13.9% | -1.3% | +15.2% | +11.4% |
| 3Y | +173.6% | +28.4% | +145.2% | +129.0% |
| 5Y | +122.0% | +15.3% | +106.7% | +91.0% |
| All | +537.0% | +141.7% | +395.3% | +228.4% |
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 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