+2,064.0%
GS vs MO
+3,870.5%
-1,806.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | -1.6% | +0.6% | -2.2% | -1.9% |
| 3M | -4.5% | -1.0% | -3.5% | -5.2% |
| 6M | +20.9% | +4.3% | +16.5% | +17.4% |
| YTD | +19.9% | +23.3% | -3.4% | +9.8% |
| 1Y | +41.4% | +10.5% | +31.0% | +33.8% |
| 3Y | +239.2% | +96.3% | +142.9% | +160.2% |
| 5Y | +185.0% | +98.9% | +86.2% | +115.3% |
| 10Y | +655.0% | +103.6% | +551.4% | +446.3% |
| All | +2,064.0% | +3,870.5% | -1,806.4% | +777.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling