+378.5%
APP vs MO
+97.9%
+280.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.6% | -2.8% |
| 7D | +0.1% | -2.0% | +2.1% | -0.3% |
| 30D | -10.0% | -0.3% | -9.8% | -10.1% |
| 3M | -44.6% | -2.9% | -41.7% | -44.8% |
| 6M | -37.9% | +5.8% | -43.6% | -37.0% |
| YTD | -53.7% | +22.0% | -75.7% | -52.5% |
| 1Y | -43.0% | +10.7% | -53.6% | -41.6% |
| 3Y | +640.8% | +94.4% | +546.4% | +644.3% |
| 5Y | +358.8% | +97.2% | +261.7% | +371.2% |
| All | +378.5% | +97.9% | +280.7% | +399.3% |
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