+76.3%
MSFU vs NWSA
+91.5%
-15.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.8% | -2.4% | -3.1% |
| 7D | -5.7% | -1.9% | -3.8% | -4.6% |
| 30D | +4.2% | +4.6% | -0.4% | +1.5% |
| 3M | +27.9% | +13.2% | +14.7% | +18.1% |
| 6M | +37.1% | +27.0% | +10.1% | +18.1% |
| YTD | -7.4% | +16.8% | -24.2% | -16.4% |
| 1Y | -19.6% | +4.5% | -24.1% | -22.7% |
| 3Y | +33.2% | +46.2% | -13.0% | +3.5% |
| All | +76.3% | +91.5% | -15.1% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling