+154.7%
MO vs A
+12.3%
+142.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.7% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | +8.9% | +0.8% | +8.1% | +8.8% |
| 3M | +23.0% | +16.9% | +6.1% | +22.3% |
| 6M | +15.0% | +53.8% | -38.8% | +13.2% |
| YTD | +41.7% | +28.1% | +13.6% | +40.4% |
| 1Y | +43.3% | +15.0% | +28.3% | +42.8% |
| 3Y | +143.2% | +63.1% | +80.1% | +133.9% |
| 5Y | +154.7% | +11.5% | +143.3% | +140.2% |
| All | +154.7% | +12.3% | +142.5% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling