+790.9%
NOW vs MO
+103.2%
+687.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.3% |
| 7D | -4.1% | -2.4% | -1.7% | -3.8% |
| 30D | +2.9% | +3.6% | -0.7% | +2.4% |
| 3M | +22.6% | -3.7% | +26.3% | +23.2% |
| 6M | +7.5% | +4.5% | +3.0% | +6.6% |
| YTD | -14.4% | +21.5% | -35.9% | -17.3% |
| 1Y | -29.8% | +9.5% | -39.3% | -31.1% |
| 3Y | +9.2% | +93.6% | -84.3% | -5.3% |
| 5Y | +0.8% | +97.5% | -96.7% | -14.4% |
| 10Y | +790.9% | +111.2% | +679.8% | +547.6% |
| All | +790.9% | +103.2% | +687.8% | +547.6% |
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 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