+512.3%
F vs MO
+17,125.2%
-16,612.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | -0.6% | -1.8% | +1.1% | -0.1% |
| 30D | +2.9% | +5.8% | -2.9% | +1.1% |
| 3M | -9.5% | +12.7% | -22.2% | -13.0% |
| 6M | +4.0% | +14.8% | -10.7% | -1.0% |
| YTD | -1.3% | +37.8% | -39.1% | -12.1% |
| 1Y | -1.9% | +39.5% | -41.4% | -13.0% |
| 3Y | +53.5% | +136.1% | -82.6% | +13.3% |
| 5Y | -15.1% | +148.5% | -163.7% | -38.6% |
| 10Y | +81.0% | +135.5% | -54.5% | +30.3% |
| All | +512.3% | +17,125.2% | -16,612.9% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling