+37.3%
MUB vs NWSA
+127.4%
-90.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | -0.9% | -1.9% | +1.0% | -0.8% |
| 30D | -1.4% | +4.6% | -6.0% | -1.5% |
| 3M | -2.2% | +13.2% | -15.4% | -2.4% |
| 6M | -1.9% | +27.0% | -28.9% | -2.3% |
| YTD | -0.8% | +16.8% | -17.6% | -1.1% |
| 1Y | +2.7% | +4.5% | -1.8% | +2.6% |
| 3Y | +8.6% | +46.2% | -37.6% | +7.7% |
| 5Y | +2.0% | +40.9% | -38.9% | +1.1% |
| 10Y | +17.9% | +145.1% | -127.2% | +14.8% |
| All | +37.3% | +127.4% | -90.2% | +34.0% |
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