+97.5%
MO vs A
-16.2%
+113.7%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -2.4% | -4.4% | +2.0% | -2.3% |
| 30D | +3.6% | -2.7% | +6.3% | +3.6% |
| 3M | -3.7% | +7.0% | -10.8% | -4.0% |
| 6M | +4.5% | +24.6% | -20.1% | +3.4% |
| YTD | +21.5% | +7.0% | +14.5% | +21.0% |
| 1Y | +9.5% | +15.6% | -6.0% | +8.5% |
| 3Y | +93.6% | +29.9% | +63.7% | +87.9% |
| 5Y | +97.5% | -15.4% | +112.9% | +96.1% |
| All | +97.5% | -16.2% | +113.7% | +96.1% |
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