+3,677.6%
MO vs NLY
+1,197.0%
+2,480.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.4% |
| 7D | +0.1% | -4.0% | +4.1% | +0.8% |
| 30D | +7.1% | -5.2% | +12.4% | +8.1% |
| 3M | -2.0% | +2.8% | -4.8% | -2.5% |
| 6M | +7.3% | +4.2% | +3.1% | +6.3% |
| YTD | +23.5% | +4.7% | +18.8% | +22.1% |
| 1Y | +11.0% | +12.7% | -1.7% | +8.4% |
| 3Y | +95.0% | +62.5% | +32.4% | +77.5% |
| 5Y | +100.6% | +26.3% | +74.3% | +88.2% |
| 10Y | +114.5% | +81.0% | +33.6% | +86.3% |
| All | +3,677.6% | +1,197.0% | +2,480.6% | +3,028.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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