+16.8%
MUB vs NWSA
+148.8%
-132.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.7% |
| 7D | -1.2% | -4.8% | +3.5% | -1.1% |
| 30D | -2.8% | +3.0% | -5.7% | -2.8% |
| 3M | -3.1% | +9.3% | -12.4% | -3.3% |
| 6M | -2.9% | +23.2% | -26.1% | -3.5% |
| YTD | -2.0% | +13.3% | -15.4% | -2.4% |
| 1Y | 0.0% | +2.9% | -2.9% | -0.2% |
| 3Y | +7.4% | +43.3% | -35.9% | +6.1% |
| 5Y | +0.8% | +40.9% | -40.1% | -0.7% |
| All | +16.8% | +148.8% | -132.1% | +11.3% |
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