-10.3%
MSFU vs NWSA
+2.3%
-12.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | -0.9% |
| 7D | -2.8% | +2.2% | -5.0% | -3.9% |
| 30D | -5.3% | -8.8% | +3.5% | -1.2% |
| 3M | +7.2% | -6.5% | +13.7% | +10.9% |
| 6M | +51.0% | +1.5% | +49.5% | +47.5% |
| YTD | -1.2% | +4.0% | -5.3% | -5.8% |
| 1Y | -10.3% | +3.4% | -13.8% | -14.5% |
| All | -10.3% | +2.3% | -12.6% | -14.5% |
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