+14,639.2%
MO vs NI
+5,127.8%
+9,511.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -2.4% | +1.3% | -3.7% | -2.8% |
| 30D | +3.6% | -0.3% | +3.8% | +3.6% |
| 3M | -3.7% | -9.5% | +5.7% | -0.9% |
| 6M | +4.5% | -10.2% | +14.7% | +7.8% |
| YTD | +21.5% | +1.8% | +19.7% | +20.6% |
| 1Y | +9.5% | +5.7% | +3.9% | +7.3% |
| 3Y | +93.6% | +69.6% | +24.0% | +62.8% |
| 5Y | +97.5% | +95.8% | +1.7% | +57.6% |
| 10Y | +111.2% | +145.1% | -33.9% | +53.8% |
| All | +14,639.2% | +5,127.8% | +9,511.4% | +3,994.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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