+632.4%
GEV vs MO
+87.1%
+545.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.7% |
| 30D | -7.9% | +7.1% | -15.1% | -5.2% |
| 3M | +5.6% | -2.0% | +7.6% | +5.6% |
| 6M | +13.1% | +7.3% | +5.8% | +16.1% |
| YTD | +46.7% | +23.5% | +23.3% | +58.0% |
| 1Y | +51.3% | +11.0% | +40.3% | +56.8% |
| All | +632.4% | +87.1% | +545.4% | +761.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling