+160.4%
MS vs NWSA
+23.7%
+136.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -1.6% | -9.4% | +7.8% | +2.6% |
| 30D | -3.8% | -7.8% | +4.0% | -0.7% |
| 3M | -14.6% | -10.8% | -3.8% | -10.8% |
| 6M | -5.1% | +1.1% | -6.1% | -7.8% |
| YTD | +4.5% | +1.8% | +2.7% | +0.7% |
| 1Y | +13.5% | +6.0% | +7.5% | +6.1% |
| 3Y | +160.4% | +24.6% | +135.8% | +125.1% |
| All | +160.4% | +23.7% | +136.7% | +125.1% |
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