+110.9%
MO vs NTAP
+650.8%
-539.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.3% | -0.8% |
| 7D | +0.1% | +7.4% | -7.2% | -0.8% |
| 30D | +7.1% | -1.4% | +8.5% | +7.2% |
| 3M | -2.0% | +24.6% | -26.5% | -5.1% |
| 6M | +7.3% | +105.9% | -98.6% | -4.6% |
| YTD | +23.5% | +88.5% | -65.1% | +10.9% |
| 1Y | +11.0% | +62.1% | -51.1% | +2.0% |
| 3Y | +95.0% | +169.1% | -74.1% | +56.8% |
| 5Y | +100.6% | +141.9% | -41.2% | +62.5% |
| All | +110.9% | +650.8% | -539.9% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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