+1,924.6%
NOW vs MO
+436.3%
+1,488.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | -8.7% | -0.8% | -8.0% | -8.7% |
| 30D | -29.3% | +6.5% | -35.8% | -30.2% |
| 3M | -21.8% | +18.3% | -40.2% | -24.1% |
| 6M | +9.2% | +15.6% | -6.3% | +6.3% |
| YTD | -35.0% | +38.8% | -73.8% | -39.0% |
| 1Y | -42.5% | +41.6% | -84.1% | -46.3% |
| 3Y | -21.5% | +138.2% | -159.8% | -35.5% |
| 5Y | -25.8% | +150.5% | -176.3% | -41.0% |
| 10Y | +506.3% | +146.1% | +360.3% | +347.0% |
| All | +1,924.6% | +436.3% | +1,488.3% | +1,050.8% |
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