+67.6%
MSI vs NWSA
+43.6%
+24.0%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -4.0% | -3.4% | -0.6% | -3.3% |
| 30D | -0.5% | +3.9% | -4.4% | -1.3% |
| 3M | +11.4% | +8.9% | +2.5% | +9.4% |
| 6M | +1.0% | +21.2% | -20.2% | -2.9% |
| YTD | +20.7% | +13.8% | +6.8% | +17.6% |
| 1Y | -2.7% | +1.4% | -4.1% | -2.4% |
| All | +67.6% | +43.6% | +24.0% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling