-33.7%
BE vs MO
+15.4%
-49.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -3.2% |
| 7D | +10.8% | +3.3% | +7.5% | +17.9% |
| 30D | -19.8% | +7.5% | -27.3% | -6.8% |
| 3M | -18.7% | +22.8% | -41.5% | +27.1% |
| 6M | -33.7% | +13.4% | -47.1% | -11.9% |
| All | -33.7% | +15.4% | -49.1% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling