+194.3%
NOK vs MO
+96.1%
+98.2%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.8% |
| 7D | +11.0% | +0.1% | +10.8% | +11.0% |
| 30D | +7.8% | +7.1% | +0.7% | +8.1% |
| 3M | -21.0% | -2.0% | -19.0% | -21.5% |
| 6M | +40.9% | +7.3% | +33.6% | +37.6% |
| YTD | +72.0% | +23.5% | +48.6% | +65.1% |
| 1Y | +140.9% | +11.0% | +129.9% | +134.0% |
| 3Y | +194.3% | +95.0% | +99.3% | +147.6% |
| All | +194.3% | +96.1% | +98.2% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling