+1,371.2%
MU vs NWSA
+46.6%
+1,324.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +6.5% |
| 7D | +9.0% | -1.9% | +10.8% | +9.4% |
| 30D | +13.8% | +4.6% | +9.2% | +12.4% |
| 3M | +2.1% | +13.2% | -11.1% | -2.9% |
| 6M | +153.8% | +27.0% | +126.8% | +125.3% |
| YTD | +256.4% | +16.8% | +239.6% | +231.6% |
| 1Y | +719.8% | +4.5% | +715.2% | +715.4% |
| All | +1,371.2% | +46.6% | +1,324.6% | +1,142.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling