+94.5%
MO vs NTAP
+144.6%
-50.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.9% | +1.3% |
| 7D | -1.0% | -1.0% | 0.0% | -1.1% |
| 30D | +5.8% | -7.5% | +13.3% | +5.3% |
| 3M | -4.5% | +14.6% | -19.2% | -3.6% |
| 6M | +5.7% | +91.0% | -85.3% | +9.5% |
| YTD | +23.1% | +73.7% | -50.6% | +27.0% |
| 1Y | +10.9% | +51.2% | -40.3% | +13.8% |
| All | +94.5% | +144.6% | -50.2% | +91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling