+6,474.9%
MO vs NTAP
+22,937.7%
-16,462.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.5% | +1.1% |
| 7D | +3.3% | +7.2% | -3.9% | +2.9% |
| 30D | +7.5% | -18.4% | +25.9% | +8.5% |
| 3M | +22.8% | -11.3% | +34.1% | +23.2% |
| 6M | +13.4% | +53.8% | -40.4% | +10.1% |
| YTD | +43.0% | +72.0% | -29.0% | +37.8% |
| 1Y | +45.2% | +68.0% | -22.8% | +40.1% |
| 3Y | +145.5% | +149.5% | -3.9% | +129.6% |
| 5Y | +157.1% | +125.6% | +31.5% | +140.9% |
| 10Y | +153.3% | +583.1% | -429.8% | +122.4% |
| All | +6,474.9% | +22,937.7% | -16,462.8% | +4,098.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling