+95.9%
MO vs NIO
-38.3%
+134.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | -2.4% | -4.1% | +1.7% | -2.4% |
| 30D | +3.6% | -23.2% | +26.8% | +3.8% |
| 3M | -3.7% | -29.9% | +26.2% | -3.4% |
| 6M | +4.5% | -25.1% | +29.6% | +4.7% |
| YTD | +21.5% | -27.5% | +49.0% | +21.7% |
| 1Y | +9.5% | -41.1% | +50.6% | +9.9% |
| 3Y | +93.6% | -63.1% | +156.7% | +94.5% |
| 5Y | +97.5% | -90.4% | +187.9% | +100.7% |
| All | +95.9% | -38.3% | +134.2% | +83.0% |
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