-7.5%
MSCI vs NWSA
+40.7%
-48.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | +0.4% | -1.9% | +2.3% | +1.4% |
| 30D | +0.6% | +4.6% | -4.0% | -1.8% |
| 3M | -7.1% | +13.2% | -20.3% | -12.9% |
| 6M | +0.8% | +27.0% | -26.2% | -10.8% |
| YTD | +1.0% | +16.8% | -15.8% | -7.1% |
| 1Y | +4.3% | +4.5% | -0.2% | +1.3% |
| 3Y | +9.9% | +46.2% | -36.3% | -12.1% |
| All | -7.5% | +40.7% | -48.2% | -29.6% |
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 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