+52.4%
GEV vs MO
+45.9%
+6.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.4% | -10.7% | -8.6% |
| 7D | -5.1% | +6.9% | -12.0% | -1.9% |
| 30D | -15.8% | +14.9% | -30.7% | -9.8% |
| 3M | -18.2% | +16.4% | -34.6% | -11.4% |
| 6M | -22.4% | +9.6% | -31.9% | -17.5% |
| YTD | +27.7% | +41.8% | -14.1% | +40.4% |
| 1Y | +52.4% | +45.3% | +7.0% | +68.8% |
| All | +52.4% | +45.9% | +6.5% | +68.8% |
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