+1,709.5%
BE vs MO
+145.0%
+1,564.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -4.5% |
| 7D | +10.8% | +3.3% | +7.5% | +12.6% |
| 30D | -19.8% | +7.5% | -27.3% | -16.5% |
| 3M | -18.7% | +22.8% | -41.5% | -9.9% |
| 6M | -33.7% | +13.4% | -47.1% | -29.1% |
| YTD | +121.0% | +43.0% | +78.0% | +135.1% |
| 1Y | +85.4% | +45.2% | +40.2% | +97.3% |
| 3Y | +1,709.5% | +145.5% | +1,564.0% | +1,116.9% |
| All | +1,709.5% | +145.0% | +1,564.5% | +1,116.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling