+1,381.0%
NET vs MO
+208.9%
+1,172.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.4% |
| 7D | -16.4% | +6.9% | -23.2% | -15.7% |
| 30D | -25.8% | +14.9% | -40.8% | -24.7% |
| 3M | -11.5% | +16.4% | -28.0% | -10.0% |
| 6M | +18.9% | +9.6% | +9.3% | +20.6% |
| YTD | +35.2% | +41.8% | -6.6% | +38.9% |
| 1Y | +14.5% | +45.3% | -30.9% | +17.7% |
| 3Y | +313.8% | +139.6% | +174.3% | +318.8% |
| 5Y | +32.6% | +156.8% | -124.2% | +34.0% |
| All | +1,381.0% | +208.9% | +1,172.1% | +1,384.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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