+106.0%
MTB vs NWSA
+39.0%
+67.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.8% |
| 7D | -0.4% | -4.8% | +4.3% | +1.8% |
| 30D | -4.6% | +3.0% | -7.6% | -5.9% |
| 3M | +7.4% | +9.3% | -1.9% | +2.7% |
| 6M | +18.7% | +23.2% | -4.5% | +6.8% |
| YTD | +21.1% | +13.3% | +7.7% | +12.8% |
| 1Y | +24.1% | +2.9% | +21.2% | +20.8% |
| 3Y | +115.3% | +43.3% | +72.0% | +77.8% |
| 5Y | +106.0% | +40.9% | +65.1% | +69.9% |
| All | +106.0% | +39.0% | +67.0% | +69.9% |
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