+1,460.9%
BA vs MO
+17,125.2%
-15,664.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -1.7% | -1.8% | 0.0% | -1.2% |
| 30D | -9.5% | +5.8% | -15.2% | -11.0% |
| 3M | -26.5% | +12.7% | -39.2% | -29.2% |
| 6M | -27.4% | +14.8% | -42.1% | -30.9% |
| YTD | -20.6% | +37.8% | -58.5% | -28.9% |
| 1Y | -11.4% | +39.5% | -50.9% | -20.9% |
| 3Y | -10.8% | +136.1% | -146.9% | -33.4% |
| 5Y | -21.9% | +148.5% | -170.5% | -43.1% |
| 10Y | +28.1% | +135.5% | -107.4% | -6.2% |
| All | +1,460.9% | +17,125.2% | -15,664.3% | +255.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling