+1,611.9%
BE vs MO
+95.5%
+1,516.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -3.6% |
| 7D | +9.7% | -1.0% | +10.7% | +9.5% |
| 30D | +22.4% | +5.8% | +16.6% | +24.9% |
| 3M | +10.4% | -4.5% | +14.9% | +9.3% |
| 6M | +67.9% | +5.7% | +62.1% | +64.6% |
| YTD | +197.5% | +23.1% | +174.4% | +186.0% |
| 1Y | +310.6% | +10.9% | +299.7% | +298.9% |
| All | +1,611.9% | +95.5% | +1,516.3% | +1,053.5% |
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