+170.1%
MTB vs NWSA
+149.4%
+20.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | 0.0% | -2.8% | +2.8% | +1.5% |
| 30D | -4.8% | +3.0% | -7.8% | -6.3% |
| 3M | +6.0% | +12.3% | -6.4% | -0.8% |
| 6M | +19.6% | +21.9% | -2.2% | +6.8% |
| YTD | +21.5% | +13.6% | +7.9% | +11.8% |
| 1Y | +24.7% | +0.5% | +24.2% | +22.1% |
| 3Y | +108.6% | +43.8% | +64.8% | +67.3% |
| 5Y | +106.7% | +41.2% | +65.6% | +62.0% |
| All | +170.1% | +149.4% | +20.7% | +39.3% |
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