+82.1%
MO vs NTR
+98.7%
-16.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.8% |
| 7D | -1.0% | -2.5% | +1.5% | -0.6% |
| 30D | +5.8% | +17.0% | -11.3% | +2.6% |
| 3M | -4.5% | +22.2% | -26.7% | -8.4% |
| 6M | +5.7% | +5.2% | +0.6% | +4.2% |
| YTD | +23.1% | +29.7% | -6.5% | +16.1% |
| 1Y | +10.9% | +39.4% | -28.5% | +2.8% |
| 3Y | +96.1% | +38.2% | +58.0% | +79.6% |
| 5Y | +100.1% | +47.6% | +52.5% | +68.2% |
| All | +82.1% | +98.7% | -16.6% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling