+1,319.3%
MU vs NWSA
+40.6%
+1,278.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -0.7% |
| 7D | +7.2% | -2.6% | +9.8% | +8.5% |
| 30D | +14.0% | +4.6% | +9.4% | +11.2% |
| 3M | +5.4% | +10.2% | -4.8% | -2.2% |
| 6M | +170.3% | +21.6% | +148.6% | +134.0% |
| YTD | +250.7% | +14.6% | +236.0% | +212.9% |
| 1Y | +662.1% | +0.4% | +661.8% | +637.2% |
| 3Y | +1,341.2% | +45.0% | +1,296.2% | +984.9% |
| 5Y | +1,319.3% | +41.3% | +1,278.1% | +941.8% |
| All | +1,319.3% | +40.6% | +1,278.7% | +941.8% |
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