+110.9%
MO vs A
+256.4%
-145.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.1% |
| 7D | +0.1% | -2.6% | +2.8% | +0.6% |
| 30D | +7.1% | -0.9% | +8.0% | +7.2% |
| 3M | -2.0% | +13.6% | -15.6% | -4.2% |
| 6M | +7.3% | +27.8% | -20.5% | +2.3% |
| YTD | +23.5% | +8.6% | +14.8% | +20.9% |
| 1Y | +11.0% | +16.9% | -5.9% | +6.9% |
| 3Y | +95.0% | +32.9% | +62.1% | +77.8% |
| 5Y | +100.6% | -14.1% | +114.7% | +102.8% |
| All | +110.9% | +256.4% | -145.5% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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