+13.5%
MS vs NWSA
+4.0%
+9.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | -1.6% | -9.4% | +7.8% | +0.4% |
| 30D | -3.8% | -7.8% | +4.0% | -2.1% |
| 3M | -14.6% | -10.8% | -3.8% | -12.9% |
| 6M | -5.1% | +1.1% | -6.1% | -5.1% |
| YTD | +4.5% | +1.8% | +2.7% | +3.1% |
| 1Y | +13.5% | +6.0% | +7.5% | +11.6% |
| All | +13.5% | +4.0% | +9.6% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling