-7.3%
F vs MO
+42.4%
-49.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -2.8% |
| 7D | -3.9% | +0.4% | -4.3% | -3.9% |
| 30D | -0.5% | +8.9% | -9.3% | -0.2% |
| 3M | -12.9% | +23.0% | -35.9% | -11.9% |
| 6M | +1.5% | +15.0% | -13.4% | +2.7% |
| YTD | -5.0% | +41.7% | -46.7% | -3.8% |
| 1Y | -7.3% | +43.3% | -50.7% | -7.1% |
| All | -7.3% | +42.4% | -49.8% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling