+514.0%
NOW vs MO
+154.9%
+359.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | +0.3% | +3.3% | -3.0% | -0.1% |
| 30D | -27.0% | +7.5% | -34.5% | -27.7% |
| 3M | -19.6% | +22.8% | -42.4% | -21.9% |
| 6M | +17.5% | +13.4% | +4.1% | +15.3% |
| YTD | -33.3% | +43.0% | -76.2% | -36.9% |
| 1Y | -39.8% | +45.2% | -85.1% | -43.2% |
| 3Y | -19.9% | +145.5% | -165.5% | -32.9% |
| 5Y | -26.1% | +157.1% | -183.1% | -40.0% |
| All | +514.0% | +154.9% | +359.1% | +325.6% |
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