+126.9%
MO vs NIO
-46.0%
+172.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | -0.8% | -1.8% | +1.0% | -0.8% |
| 30D | +8.0% | -6.6% | +14.6% | +8.1% |
| 3M | +20.9% | -29.9% | +50.8% | +21.3% |
| 6M | +16.3% | -46.6% | +62.9% | +17.0% |
| YTD | +40.7% | -36.5% | +77.2% | +41.1% |
| 1Y | +41.5% | -51.1% | +92.6% | +42.3% |
| 3Y | +141.5% | -55.2% | +196.8% | +141.8% |
| 5Y | +153.1% | -92.3% | +245.4% | +158.0% |
| All | +126.9% | -46.0% | +172.9% | +112.2% |
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