+103.4%
MO vs NVTS
-14.2%
+117.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.0% |
| 7D | -2.0% | +9.7% | -11.7% | -1.9% |
| 30D | -0.3% | -13.6% | +13.3% | -0.4% |
| 3M | -2.9% | -51.0% | +48.0% | -3.2% |
| 6M | +5.8% | +46.3% | -40.6% | +6.2% |
| YTD | +22.0% | +68.1% | -46.1% | +22.7% |
| 1Y | +10.7% | +113.9% | -103.2% | +11.4% |
| 3Y | +94.4% | +45.3% | +49.1% | +98.4% |
| All | +103.4% | -14.2% | +117.6% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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