+122.9%
MS vs NWSA
+18.8%
+104.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.7% | -1.9% | -0.4% |
| 7D | +5.1% | +2.2% | +2.9% | +4.0% |
| 30D | +5.7% | -8.8% | +14.4% | +9.8% |
| 3M | -12.2% | -6.5% | -5.7% | -10.0% |
| 6M | -0.5% | +1.5% | -2.0% | -3.0% |
| YTD | +9.8% | +4.0% | +5.8% | +5.2% |
| 1Y | +17.7% | +3.4% | +14.3% | +13.0% |
| 3Y | +176.8% | +34.8% | +142.0% | +133.3% |
| All | +122.9% | +18.8% | +104.2% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling