+69.0%
F vs MO
+148.6%
-79.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | +3.3% | +8.0% | -4.7% | -0.2% |
| 3M | -11.3% | +20.9% | -32.2% | -18.7% |
| 6M | +5.3% | +16.3% | -11.0% | -2.6% |
| YTD | -2.2% | +40.7% | -42.9% | -18.7% |
| 1Y | -3.5% | +41.5% | -45.0% | -20.0% |
| 3Y | +49.5% | +141.5% | -92.0% | -9.5% |
| 5Y | -13.5% | +153.1% | -166.6% | -50.0% |
| 10Y | +69.0% | +149.3% | -80.3% | -9.4% |
| All | +69.0% | +148.6% | -79.6% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling