+102.7%
MO vs NTR
+45.7%
+57.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.3% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | +7.1% | +16.8% | -9.6% | +5.3% |
| 3M | -2.0% | +20.7% | -22.7% | -4.1% |
| 6M | +7.3% | +0.5% | +6.8% | +7.0% |
| YTD | +23.5% | +29.2% | -5.7% | +19.6% |
| 1Y | +11.0% | +39.6% | -28.6% | +6.6% |
| 3Y | +95.0% | +37.9% | +57.1% | +85.9% |
| All | +102.7% | +45.7% | +57.0% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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