+176.8%
MS vs NWSA
+31.9%
+144.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | -1.7% | -12.2% | +10.5% | +3.8% |
| 30D | +0.9% | -8.7% | +9.6% | +4.7% |
| 3M | -10.8% | -6.0% | -4.9% | -9.0% |
| 6M | +0.9% | -0.3% | +1.2% | -0.9% |
| YTD | +9.8% | +3.5% | +6.3% | +4.9% |
| 1Y | +17.1% | +0.8% | +16.3% | +13.8% |
| All | +176.8% | +31.9% | +144.9% | +131.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling