+53.5%
F vs MO
+135.2%
-81.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | -0.6% | -1.8% | +1.1% | -0.5% |
| 30D | +2.9% | +5.8% | -2.9% | +2.4% |
| 3M | -9.5% | +12.7% | -22.2% | -10.3% |
| 6M | +4.0% | +14.8% | -10.7% | +2.8% |
| YTD | -1.3% | +37.8% | -39.1% | -5.5% |
| 1Y | -1.9% | +39.5% | -41.4% | -6.4% |
| 3Y | +53.5% | +136.1% | -82.6% | +23.5% |
| All | +53.5% | +135.2% | -81.8% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling