+110.9%
MO vs NWSA
+149.4%
-38.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | -2.8% | +2.9% | +0.8% |
| 30D | +7.1% | +3.0% | +4.1% | +6.4% |
| 3M | -2.0% | +12.3% | -14.3% | -4.5% |
| 6M | +7.3% | +21.9% | -14.6% | +2.4% |
| YTD | +23.5% | +13.6% | +9.9% | +19.3% |
| 1Y | +11.0% | +0.5% | +10.5% | +10.1% |
| 3Y | +95.0% | +43.8% | +51.2% | +74.4% |
| 5Y | +100.6% | +41.2% | +59.5% | +75.5% |
| All | +110.9% | +149.4% | -38.5% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling