+1,762.6%
NOK vs MO
+10,345.2%
-8,582.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.3% | +4.5% | +4.7% |
| 7D | +11.0% | +0.1% | +10.8% | +10.9% |
| 30D | +7.8% | +7.1% | +0.7% | +5.8% |
| 3M | -21.0% | -2.0% | -19.0% | -21.4% |
| 6M | +40.9% | +7.3% | +33.6% | +36.5% |
| YTD | +72.0% | +23.5% | +48.6% | +60.4% |
| 1Y | +140.9% | +11.0% | +129.9% | +130.8% |
| 3Y | +194.3% | +95.0% | +99.3% | +139.7% |
| 5Y | +112.5% | +100.6% | +11.9% | +70.4% |
| 10Y | +137.7% | +114.5% | +23.2% | +80.6% |
| All | +1,762.6% | +10,345.2% | -8,582.6% | +537.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling