+95.1%
MO vs NXT
+173.5%
-78.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | +0.1% | -1.9% | +2.1% | +0.1% |
| 30D | +7.1% | -20.0% | +27.2% | +7.2% |
| 3M | -2.0% | -30.7% | +28.8% | -1.8% |
| 6M | +7.3% | -29.0% | +36.3% | +7.1% |
| YTD | +23.5% | -4.8% | +28.3% | +22.0% |
| 1Y | +11.0% | +22.8% | -11.8% | +8.7% |
| 3Y | +95.0% | +93.9% | +1.1% | +82.0% |
| All | +95.1% | +173.5% | -78.4% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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