+23.3%
BA vs MO
+154.9%
-131.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.4% |
| 7D | -1.1% | +3.3% | -4.4% | -2.5% |
| 30D | -7.1% | +7.5% | -14.7% | -10.2% |
| 3M | -25.5% | +22.8% | -48.3% | -32.5% |
| 6M | -28.7% | +13.4% | -42.1% | -33.8% |
| YTD | -21.0% | +43.0% | -64.0% | -35.5% |
| 1Y | -11.9% | +45.2% | -57.1% | -28.6% |
| 3Y | -16.2% | +145.5% | -161.7% | -52.0% |
| 5Y | -22.4% | +157.1% | -179.4% | -58.5% |
| All | +23.3% | +154.9% | -131.5% | -40.1% |
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