+230.9%
MTB vs NWSA
+123.2%
+107.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.3% |
| 7D | +2.8% | -2.6% | +5.4% | +4.1% |
| 30D | -4.2% | +4.6% | -8.7% | -6.3% |
| 3M | +7.8% | +10.2% | -2.4% | +2.3% |
| 6M | +14.8% | +21.6% | -6.8% | +3.4% |
| YTD | +20.8% | +14.6% | +6.1% | +11.3% |
| 1Y | +23.1% | +0.4% | +22.8% | +20.8% |
| 3Y | +114.8% | +45.0% | +69.8% | +74.6% |
| 5Y | +103.3% | +41.3% | +62.0% | +62.5% |
| 10Y | +173.0% | +142.8% | +30.2% | +53.7% |
| All | +230.9% | +123.2% | +107.8% | +89.4% |
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