+94.5%
MO vs NWSA
+43.0%
+51.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -1.0% | -4.8% | +3.7% | -0.7% |
| 30D | +5.8% | +3.0% | +2.8% | +5.6% |
| 3M | -4.5% | +9.3% | -13.8% | -5.0% |
| 6M | +5.7% | +23.2% | -17.5% | +4.6% |
| YTD | +23.1% | +13.3% | +9.8% | +22.5% |
| 1Y | +10.9% | +2.9% | +8.0% | +11.4% |
| All | +94.5% | +43.0% | +51.5% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling