+13,824.1%
MA vs MO
+1,304.9%
+12,519.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.7% |
| 7D | -2.7% | +0.3% | -3.0% | -2.9% |
| 30D | +1.5% | +0.6% | +0.9% | +1.1% |
| 3M | +20.4% | -1.0% | +21.4% | +20.1% |
| 6M | +11.1% | +4.3% | +6.8% | +7.4% |
| YTD | +2.0% | +23.3% | -21.3% | -9.6% |
| 1Y | -2.2% | +10.5% | -12.6% | -8.9% |
| 3Y | +41.9% | +96.3% | -54.4% | -2.3% |
| 5Y | +75.4% | +98.9% | -23.5% | +17.3% |
| 10Y | +527.5% | +103.6% | +423.9% | +284.4% |
| All | +13,824.1% | +1,304.9% | +12,519.2% | +2,881.6% |
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 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