+102.7%
MO vs NTAP
+140.4%
-37.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.5% | -8.3% | +0.3% |
| 7D | +0.1% | +7.4% | -7.2% | +0.1% |
| 30D | +7.1% | -1.4% | +8.5% | +7.2% |
| 3M | -2.0% | +24.6% | -26.5% | -2.1% |
| 6M | +7.3% | +105.9% | -98.6% | +5.4% |
| YTD | +23.5% | +88.5% | -65.1% | +21.6% |
| 1Y | +11.0% | +62.1% | -51.1% | +10.0% |
| 3Y | +95.0% | +169.1% | -74.1% | +78.4% |
| All | +102.7% | +140.4% | -37.7% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling