+74.6%
BA vs MO
+103.2%
-28.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.2% | -2.4% | +1.2% | -0.1% |
| 30D | -11.3% | +3.6% | -14.9% | -12.9% |
| 3M | -3.8% | -3.7% | -0.1% | -3.2% |
| 6M | -8.3% | +4.5% | -12.8% | -12.1% |
| YTD | -4.9% | +21.5% | -26.4% | -16.0% |
| 1Y | -10.1% | +9.5% | -19.6% | -16.4% |
| 3Y | -2.3% | +93.6% | -95.9% | -36.5% |
| 5Y | -3.5% | +97.5% | -101.0% | -39.9% |
| 10Y | +74.6% | +111.2% | -36.6% | -6.4% |
| All | +74.6% | +103.2% | -28.6% | -6.4% |
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