+4,277.4%
MU vs NWSA
+149.3%
+4,128.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.2% |
| 7D | -15.2% | -9.7% | -5.5% | -10.0% |
| 30D | -29.5% | -8.6% | -20.9% | -25.9% |
| 3M | -15.8% | -6.3% | -9.5% | -13.3% |
| 6M | -2.9% | -1.2% | -1.7% | -5.6% |
| YTD | +154.2% | +2.6% | +151.6% | +138.3% |
| 1Y | +186.6% | 0.0% | +186.5% | +172.9% |
| 3Y | +871.5% | +30.1% | +841.4% | +683.9% |
| 5Y | +911.7% | +18.3% | +893.4% | +743.6% |
| 10Y | +4,277.4% | +149.3% | +4,128.0% | +2,250.7% |
| All | +4,277.4% | +149.3% | +4,128.0% | +2,250.7% |
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