+7,362.5%
MU vs NWSA
+127.4%
+7,235.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.8% | +7.9% | +7.1% |
| 7D | +9.0% | -1.9% | +10.8% | +10.0% |
| 30D | +13.8% | +4.6% | +9.2% | +10.6% |
| 3M | +2.1% | +13.2% | -11.1% | -7.6% |
| 6M | +153.8% | +27.0% | +126.8% | +113.0% |
| YTD | +256.4% | +16.8% | +239.6% | +212.0% |
| 1Y | +719.8% | +4.5% | +715.2% | +660.8% |
| 3Y | +1,360.4% | +46.2% | +1,314.1% | +1,006.4% |
| 5Y | +1,312.4% | +40.9% | +1,271.5% | +972.6% |
| 10Y | +6,142.6% | +145.1% | +5,997.5% | +3,075.9% |
| All | +7,362.5% | +127.4% | +7,235.1% | +3,824.6% |
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