+70.7%
MSFU vs NWSA
+87.2%
-16.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -2.3% | -3.1% | +0.7% | -0.4% |
| 30D | -6.3% | +4.3% | -10.5% | -8.5% |
| 3M | +40.0% | +9.2% | +30.7% | +32.2% |
| 6M | +30.1% | +21.6% | +8.5% | +15.0% |
| YTD | -10.3% | +14.2% | -24.5% | -18.0% |
| 1Y | -19.0% | +1.8% | -20.8% | -20.8% |
| 3Y | +25.8% | +44.4% | -18.6% | -1.5% |
| All | +70.7% | +87.2% | -16.5% | +4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling