+181.3%
MS vs NWSA
+47.8%
+133.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +1.1% |
| 7D | +1.4% | -1.9% | +3.2% | +2.3% |
| 30D | -0.3% | +4.6% | -4.8% | -2.5% |
| 3M | +0.3% | +13.2% | -12.9% | -6.4% |
| 6M | +31.3% | +27.0% | +4.3% | +14.3% |
| YTD | +24.7% | +16.8% | +7.8% | +13.5% |
| 1Y | +47.9% | +4.5% | +43.4% | +44.1% |
| All | +181.3% | +47.8% | +133.5% | +123.1% |
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