+14,875.9%
MO vs NYT
+758.3%
+14,117.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +7.1% | +4.6% | +2.6% | +6.6% |
| 3M | -2.0% | -9.6% | +7.6% | -1.1% |
| 6M | +7.3% | -14.0% | +21.3% | +8.7% |
| YTD | +23.5% | -2.8% | +26.3% | +23.2% |
| 1Y | +11.0% | +15.6% | -4.6% | +8.7% |
| 3Y | +95.0% | +56.3% | +38.7% | +83.5% |
| 5Y | +100.6% | +39.5% | +61.1% | +88.7% |
| 10Y | +114.5% | +488.0% | -373.5% | +70.3% |
| All | +14,875.9% | +758.3% | +14,117.5% | +8,929.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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