+11.4%
ALAB vs MO
+16.0%
-4.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -0.2% |
| 7D | +26.9% | +0.4% | +26.5% | +28.0% |
| 30D | -30.0% | +8.9% | -38.9% | -17.7% |
| 3M | -28.5% | +23.0% | -51.5% | +5.2% |
| 6M | +11.4% | +15.0% | -3.5% | +48.5% |
| All | +11.4% | +16.0% | -4.6% | +48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling