-19.6%
MSFU vs NWSA
+5.5%
-25.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.4% |
| 7D | -5.7% | -1.9% | -3.8% | -4.9% |
| 30D | +4.2% | +4.6% | -0.4% | +2.5% |
| 3M | +27.9% | +13.2% | +14.7% | +20.3% |
| 6M | +37.1% | +27.0% | +10.1% | +24.4% |
| YTD | -7.4% | +16.8% | -24.2% | -14.6% |
| 1Y | -19.6% | +4.5% | -24.1% | -24.7% |
| All | -19.6% | +5.5% | -25.1% | -24.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling