+185.7%
GS vs MO
+99.6%
+86.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.1% |
| 7D | +0.9% | +0.3% | +0.6% | +0.9% |
| 30D | -1.6% | +0.6% | -2.2% | -1.6% |
| 3M | -4.5% | -1.0% | -3.5% | -5.0% |
| 6M | +20.9% | +4.3% | +16.5% | +18.9% |
| YTD | +19.9% | +23.3% | -3.4% | +13.8% |
| 1Y | +41.4% | +10.5% | +31.0% | +37.4% |
| 3Y | +239.2% | +96.3% | +142.9% | +173.1% |
| All | +185.7% | +99.6% | +86.1% | +125.8% |
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 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