+130.5%
MO vs NIO
-51.7%
+182.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.9% | +5.8% | +1.0% |
| 7D | +3.3% | -14.5% | +17.8% | +3.4% |
| 30D | +7.5% | -15.0% | +22.5% | +7.7% |
| 3M | +22.8% | -35.6% | +58.3% | +23.2% |
| 6M | +13.4% | -55.7% | +69.0% | +14.2% |
| YTD | +43.0% | -43.1% | +86.1% | +43.5% |
| 1Y | +45.2% | -53.5% | +98.8% | +46.1% |
| 3Y | +145.5% | -59.8% | +205.4% | +146.0% |
| 5Y | +157.1% | -93.2% | +250.3% | +162.4% |
| All | +130.5% | -51.7% | +182.2% | +115.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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