+37.5%
F vs MO
+95.5%
-58.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.2% | -4.2% |
| 7D | +1.2% | -2.0% | +3.2% | +1.3% |
| 30D | +1.2% | -0.3% | +1.5% | +1.2% |
| 3M | -5.7% | -2.9% | -2.7% | -5.4% |
| 6M | +17.9% | +5.8% | +12.2% | +16.6% |
| YTD | +10.4% | +22.0% | -11.6% | +6.4% |
| 1Y | +25.3% | +10.7% | +14.7% | +22.8% |
| 3Y | +37.5% | +94.4% | -56.9% | +14.0% |
| All | +37.5% | +95.5% | -58.0% | +14.0% |
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 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