+94.4%
MO vs NIO
-62.3%
+156.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | -2.0% | -6.7% | +4.6% | -2.1% |
| 30D | -0.3% | -20.0% | +19.8% | -0.6% |
| 3M | -2.9% | -30.5% | +27.5% | -3.3% |
| 6M | +5.8% | -20.7% | +26.5% | +5.4% |
| YTD | +22.0% | -25.7% | +47.7% | +21.6% |
| 1Y | +10.7% | -38.6% | +49.3% | +10.2% |
| 3Y | +94.4% | -62.3% | +156.6% | +97.7% |
| All | +94.4% | -62.3% | +156.7% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling