+107.7%
COST vs MO
+99.8%
+7.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | -4.7% | +7.1% | -11.9% | -6.2% |
| 3M | -7.1% | -2.0% | -5.2% | -6.8% |
| 6M | -8.5% | +7.3% | -15.8% | -10.0% |
| YTD | +5.4% | +23.5% | -18.1% | +0.7% |
| 1Y | -5.6% | +11.0% | -16.6% | -7.9% |
| 3Y | +68.5% | +95.0% | -26.5% | +44.2% |
| All | +107.7% | +99.8% | +7.9% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling