+8.8%
MUB vs NWSA
+44.6%
-35.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | 0.0% |
| 7D | -0.3% | -2.6% | +2.3% | -0.2% |
| 30D | -1.5% | +4.6% | -6.1% | -1.7% |
| 3M | -1.9% | +10.2% | -12.1% | -2.2% |
| 6M | -1.7% | +21.6% | -23.3% | -2.3% |
| YTD | -0.8% | +14.6% | -15.4% | -1.2% |
| 1Y | +1.5% | +0.4% | +1.1% | +1.4% |
| All | +8.8% | +44.6% | -35.9% | +6.4% |
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