+23.4%
BA vs MO
+152.5%
-129.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.0% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | -8.0% | +8.9% | -16.9% | -11.6% |
| 3M | -25.8% | +23.0% | -48.8% | -32.8% |
| 6M | -27.6% | +15.0% | -42.5% | -33.2% |
| YTD | -21.0% | +41.7% | -62.7% | -35.2% |
| 1Y | -12.3% | +43.3% | -55.6% | -28.5% |
| 3Y | -12.8% | +143.2% | -155.9% | -49.8% |
| 5Y | -22.4% | +154.7% | -177.1% | -58.3% |
| All | +23.4% | +152.5% | -129.2% | -39.9% |
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