+14,875.9%
MO vs NTRS
+7,800.3%
+7,075.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +0.1% | +1.4% | -1.2% | -0.1% |
| 30D | +7.1% | -0.7% | +7.8% | +7.2% |
| 3M | -2.0% | +11.3% | -13.3% | -4.1% |
| 6M | +7.3% | +35.5% | -28.2% | +0.9% |
| YTD | +23.5% | +40.6% | -17.1% | +15.0% |
| 1Y | +11.0% | +49.2% | -38.2% | +2.0% |
| 3Y | +95.0% | +167.2% | -72.2% | +57.4% |
| 5Y | +100.6% | +94.9% | +5.7% | +69.2% |
| 10Y | +114.5% | +259.5% | -144.9% | +56.6% |
| All | +14,875.9% | +7,800.3% | +7,075.5% | +4,776.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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