-16.3%
NOW vs MO
+133.3%
-149.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.8% |
| 7D | -3.0% | -2.4% | -0.5% | -3.5% |
| 30D | -26.0% | +9.7% | -35.8% | -24.5% |
| 3M | -13.1% | +14.1% | -27.3% | -10.9% |
| 6M | +14.5% | +11.9% | +2.6% | +18.1% |
| YTD | -33.4% | +38.4% | -71.8% | -28.1% |
| 1Y | -40.6% | +41.9% | -82.5% | -35.6% |
| 3Y | -16.3% | +134.5% | -150.8% | -2.1% |
| All | -16.3% | +133.3% | -149.6% | -2.1% |
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