+112.5%
NET vs MO
+99.6%
+12.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -2.1% |
| 7D | -7.0% | +0.3% | -7.3% | -6.9% |
| 30D | -4.8% | +0.6% | -5.4% | -4.5% |
| 3M | +3.8% | -1.0% | +4.8% | +4.0% |
| 6M | +50.0% | +4.3% | +45.7% | +51.9% |
| YTD | +41.5% | +23.3% | +18.2% | +45.9% |
| 1Y | +32.8% | +10.5% | +22.4% | +35.8% |
| 3Y | +335.9% | +96.3% | +239.6% | +347.4% |
| All | +112.5% | +99.6% | +12.8% | +138.9% |
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