+15,762.5%
MA vs MO
+1,481.9%
+14,280.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +1.8% | -0.8% | +2.6% | +2.2% |
| 30D | +11.8% | +6.5% | +5.3% | +8.7% |
| 3M | +17.2% | +18.3% | -1.2% | +8.6% |
| 6M | +33.4% | +15.6% | +17.8% | +23.9% |
| YTD | +16.1% | +38.8% | -22.7% | -2.3% |
| 1Y | +19.9% | +41.6% | -21.7% | -0.2% |
| 3Y | +70.1% | +138.2% | -68.2% | +7.0% |
| 5Y | +89.6% | +150.5% | -60.9% | +13.7% |
| 10Y | +568.4% | +146.1% | +422.4% | +272.6% |
| All | +15,762.5% | +1,481.9% | +14,280.5% | +3,120.3% |
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 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