+32.6%
NET vs MO
+155.7%
-123.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.2% |
| 7D | -16.4% | +6.9% | -23.2% | -15.0% |
| 30D | -25.8% | +14.9% | -40.8% | -23.4% |
| 3M | -11.5% | +16.4% | -28.0% | -8.2% |
| 6M | +18.9% | +9.6% | +9.3% | +22.4% |
| YTD | +35.2% | +41.8% | -6.6% | +44.3% |
| 1Y | +14.5% | +45.3% | -30.9% | +22.4% |
| 3Y | +313.8% | +139.6% | +174.3% | +339.2% |
| 5Y | +32.6% | +156.8% | -124.2% | +89.8% |
| All | +32.6% | +155.7% | -123.1% | +89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling