+2,396.1%
MUU vs NWSA
+13.9%
+2,382.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -8.2% | -2.8% | -5.4% | -7.8% |
| 30D | +10.2% | +3.0% | +7.1% | +9.2% |
| 3M | -26.5% | +12.3% | -38.8% | -31.9% |
| 6M | +227.2% | +21.9% | +205.4% | +170.0% |
| YTD | +527.4% | +13.6% | +513.9% | +459.7% |
| 1Y | +1,843.7% | +0.5% | +1,843.2% | +1,954.7% |
| All | +2,396.1% | +13.9% | +2,382.2% | +1,689.6% |
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 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