+8.9%
GE vs MO
+45.9%
-37.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.9% |
| 7D | +9.4% | +6.9% | +2.5% | +10.4% |
| 30D | +7.5% | +14.9% | -7.4% | +10.1% |
| 3M | -12.5% | +16.4% | -29.0% | -10.1% |
| 6M | +17.8% | +9.6% | +8.2% | +20.3% |
| YTD | +7.4% | +41.8% | -34.4% | +11.8% |
| 1Y | +8.9% | +45.3% | -36.4% | +13.6% |
| All | +8.9% | +45.9% | -37.0% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling