+100.0%
MSI vs NWSA
+40.1%
+59.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -4.0% | -3.1% | -0.9% | -3.2% |
| 30D | -0.5% | +4.3% | -4.7% | -1.6% |
| 3M | +11.4% | +9.2% | +2.2% | +8.7% |
| 6M | +1.0% | +21.6% | -20.6% | -4.3% |
| YTD | +20.7% | +14.2% | +6.4% | +15.9% |
| 1Y | -2.7% | +1.8% | -4.4% | -3.5% |
| 3Y | +68.2% | +44.4% | +23.8% | +48.2% |
| 5Y | +100.0% | +41.0% | +59.0% | +69.8% |
| All | +100.0% | +40.1% | +59.9% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling