+98.7%
MO vs NIO
-36.7%
+135.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | +0.3% | -13.0% | +13.4% | +0.5% |
| 30D | +0.6% | -18.3% | +18.9% | +0.8% |
| 3M | -1.0% | -33.2% | +32.2% | -0.6% |
| 6M | +4.3% | -21.5% | +25.8% | +4.5% |
| YTD | +23.3% | -25.5% | +48.8% | +23.5% |
| 1Y | +10.5% | -38.0% | +48.5% | +10.8% |
| 3Y | +96.3% | -65.5% | +161.7% | +97.4% |
| 5Y | +98.9% | -90.6% | +189.5% | +102.2% |
| All | +98.7% | -36.7% | +135.4% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling