+5,856.5%
MU vs NWSA
+101.5%
+5,755.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.8% | +11.1% | +11.4% |
| 7D | +2.0% | -12.2% | +14.2% | +10.3% |
| 30D | -18.0% | -8.7% | -9.3% | -13.6% |
| 3M | -6.6% | -6.0% | -0.6% | -3.9% |
| 6M | +2.0% | -0.3% | +2.4% | -1.3% |
| YTD | +184.5% | +3.5% | +181.0% | +165.4% |
| 1Y | +236.9% | +0.8% | +236.1% | +219.6% |
| 3Y | +987.0% | +31.1% | +955.8% | +775.4% |
| 5Y | +1,014.6% | +18.8% | +995.8% | +831.4% |
| 10Y | +4,609.2% | +147.9% | +4,461.3% | +2,274.1% |
| All | +5,856.5% | +101.5% | +5,755.0% | +3,239.2% |
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