+615.0%
F vs MO
+15,304.6%
-14,689.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.3% | +1.7% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +4.6% | +0.6% | +3.9% | +4.2% |
| 3M | -3.7% | -1.0% | -2.7% | -3.9% |
| 6M | +16.8% | +4.3% | +12.5% | +14.0% |
| YTD | +15.3% | +23.3% | -8.0% | +6.4% |
| 1Y | +31.0% | +10.5% | +20.6% | +24.9% |
| 3Y | +45.4% | +96.3% | -50.8% | +13.8% |
| 5Y | +54.7% | +98.9% | -44.2% | +19.7% |
| 10Y | +98.2% | +103.6% | -5.4% | +49.2% |
| All | +615.0% | +15,304.6% | -14,689.6% | +54.4% |
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