-0.3%
BA vs MO
+98.0%
-98.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +2.5% | -2.0% | +4.5% | +2.7% |
| 30D | -10.1% | -0.3% | -9.8% | -10.1% |
| 3M | -2.4% | -2.9% | +0.5% | -2.4% |
| 6M | -8.8% | +5.8% | -14.6% | -10.3% |
| YTD | -2.9% | +22.0% | -24.9% | -6.9% |
| 1Y | -8.8% | +10.7% | -19.4% | -11.2% |
| 3Y | -0.3% | +94.4% | -94.6% | -16.0% |
| 5Y | -0.3% | +97.2% | -97.5% | -16.7% |
| All | -0.3% | +98.0% | -98.3% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling