+1,003.0%
BE vs MO
+117.5%
+885.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.3% | +6.4% | +6.6% |
| 7D | +9.0% | +0.1% | +8.9% | +9.0% |
| 30D | +16.3% | +7.1% | +9.1% | +13.9% |
| 3M | +10.8% | -2.0% | +12.8% | +8.7% |
| 6M | +73.2% | +7.3% | +65.9% | +62.4% |
| YTD | +217.4% | +23.5% | +193.9% | +179.9% |
| 1Y | +309.8% | +11.0% | +298.8% | +275.5% |
| 3Y | +1,726.2% | +95.0% | +1,631.2% | +1,136.4% |
| 5Y | +1,306.2% | +100.6% | +1,205.5% | +810.6% |
| All | +1,003.0% | +117.5% | +885.5% | +489.1% |
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