+11,573.1%
COST vs MO
+15,083.2%
-3,510.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -2.8% | -2.4% | -0.4% | -2.2% |
| 30D | -5.3% | +3.6% | -8.8% | -6.0% |
| 3M | -6.7% | -3.7% | -3.0% | -6.0% |
| 6M | -9.9% | +4.5% | -14.4% | -11.1% |
| YTD | +5.1% | +21.5% | -16.4% | +0.2% |
| 1Y | -7.3% | +9.5% | -16.8% | -9.7% |
| 3Y | +70.4% | +93.6% | -23.2% | +44.8% |
| 5Y | +104.4% | +97.5% | +6.9% | +71.6% |
| 10Y | +609.0% | +111.2% | +497.8% | +470.1% |
| All | +11,573.1% | +15,083.2% | -3,510.0% | +2,770.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling