+84.1%
F vs MO
+103.2%
-19.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | -4.9% | -2.4% | -2.5% | -3.8% |
| 30D | -2.9% | +3.6% | -6.5% | -4.6% |
| 3M | -9.1% | -3.7% | -5.3% | -8.2% |
| 6M | +12.9% | +4.5% | +8.4% | +8.7% |
| YTD | +6.1% | +21.5% | -15.4% | -5.6% |
| 1Y | +22.5% | +9.5% | +13.0% | +14.3% |
| 3Y | +32.1% | +93.6% | -61.5% | -10.8% |
| 5Y | +43.7% | +97.5% | -53.8% | -5.8% |
| 10Y | +84.1% | +111.2% | -27.0% | +5.1% |
| All | +84.1% | +103.2% | -19.0% | +5.1% |
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