+593.1%
MA vs MO
+154.9%
+438.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +1.3% | +3.3% | -2.0% | +0.2% |
| 30D | +9.6% | +7.5% | +2.1% | +7.0% |
| 3M | +16.8% | +22.8% | -6.0% | +9.1% |
| 6M | +35.2% | +13.4% | +21.8% | +29.0% |
| YTD | +16.6% | +43.0% | -26.4% | +1.3% |
| 1Y | +19.8% | +45.2% | -25.5% | +3.4% |
| 3Y | +70.7% | +145.5% | -74.8% | +17.4% |
| 5Y | +87.4% | +157.1% | -69.7% | +24.2% |
| All | +593.1% | +154.9% | +438.2% | +280.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling