+335.1%
MO vs NWSA
+121.6%
+213.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -2.4% | -3.4% | +1.0% | -1.7% |
| 30D | +3.6% | +3.9% | -0.3% | +2.8% |
| 3M | -3.7% | +8.9% | -12.6% | -5.5% |
| 6M | +4.5% | +21.2% | -16.7% | +0.1% |
| YTD | +21.5% | +13.8% | +7.7% | +17.6% |
| 1Y | +9.5% | +1.4% | +8.1% | +8.4% |
| 3Y | +93.6% | +44.0% | +49.6% | +74.8% |
| 5Y | +97.5% | +40.5% | +57.0% | +75.2% |
| 10Y | +111.2% | +149.2% | -38.0% | +53.0% |
| All | +335.1% | +121.6% | +213.5% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling