+358.7%
ALAB vs MO
+84.8%
+273.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.3% | -6.7% | -4.1% |
| 7D | +0.6% | -1.0% | +1.6% | -0.2% |
| 30D | -8.8% | +5.8% | -14.6% | -3.6% |
| 3M | -14.0% | -4.5% | -9.5% | -14.7% |
| 6M | +144.3% | +5.7% | +138.5% | +161.4% |
| YTD | +71.0% | +23.1% | +47.9% | +104.8% |
| 1Y | +23.5% | +10.9% | +12.6% | +37.4% |
| All | +358.7% | +84.8% | +273.9% | +777.8% |
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 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