+629.3%
ON vs MO
+114.7%
+514.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.3% | +8.2% | +8.4% |
| 7D | +2.4% | +0.1% | +2.2% | +2.3% |
| 30D | -8.6% | +7.1% | -15.8% | -10.1% |
| 3M | -34.3% | -2.0% | -32.4% | -34.8% |
| 6M | +28.5% | +7.3% | +21.2% | +23.8% |
| YTD | +40.6% | +23.5% | +17.2% | +29.7% |
| 1Y | +55.3% | +11.0% | +44.3% | +47.2% |
| 3Y | -22.2% | +95.0% | -117.2% | -42.0% |
| 5Y | +62.4% | +100.6% | -38.3% | +16.9% |
| All | +629.3% | +114.7% | +514.6% | +360.4% |
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 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