+6,169.9%
MU vs NWSA
+144.0%
+6,025.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +2.9% |
| 7D | +7.5% | -3.1% | +10.6% | +9.2% |
| 30D | +19.4% | +4.3% | +15.1% | +16.3% |
| 3M | +9.8% | +9.2% | +0.6% | +1.8% |
| 6M | +164.1% | +21.6% | +142.6% | +128.1% |
| YTD | +260.3% | +14.2% | +246.1% | +220.1% |
| 1Y | +661.2% | +1.8% | +659.4% | +619.4% |
| 3Y | +1,380.8% | +44.4% | +1,336.4% | +1,031.5% |
| 5Y | +1,346.4% | +41.0% | +1,305.4% | +998.6% |
| 10Y | +6,169.9% | +150.0% | +6,019.9% | +3,200.7% |
| All | +6,169.9% | +144.0% | +6,025.9% | +3,200.7% |
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