+155.7%
MO vs A
+302.9%
-147.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | +3.3% | -0.5% | +3.8% | +3.4% |
| 30D | +7.5% | 0.0% | +7.6% | +7.4% |
| 3M | +22.8% | +16.7% | +6.1% | +19.4% |
| 6M | +13.4% | +54.8% | -41.5% | +4.8% |
| YTD | +43.0% | +28.8% | +14.2% | +36.0% |
| 1Y | +45.2% | +19.3% | +25.9% | +40.1% |
| 3Y | +145.5% | +65.5% | +80.0% | +114.9% |
| 5Y | +157.1% | +12.1% | +145.0% | +144.9% |
| All | +155.7% | +302.9% | -147.2% | +69.8% |
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