-83.2%
FIG vs MO
+39.4%
-122.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.8% |
| 7D | +3.4% | +3.3% | +0.1% | +3.5% |
| 30D | -9.5% | +7.5% | -17.0% | -9.1% |
| 3M | -26.2% | +22.8% | -49.0% | -25.4% |
| 6M | +2.7% | +13.4% | -10.7% | +4.6% |
| YTD | -48.0% | +43.0% | -90.9% | -42.4% |
| 1Y | -52.0% | +45.2% | -97.3% | -46.6% |
| All | -83.2% | +39.4% | -122.5% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling