+5,467.4%
MO vs A
+457.0%
+5,010.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +0.3% | -1.9% | +2.3% | +0.5% |
| 30D | +0.6% | +6.9% | -6.3% | -0.1% |
| 3M | -1.0% | +9.2% | -10.2% | -2.0% |
| 6M | +4.3% | +25.7% | -21.3% | +1.7% |
| YTD | +23.3% | +11.5% | +11.7% | +21.4% |
| 1Y | +10.5% | +18.4% | -7.9% | +8.0% |
| 3Y | +96.3% | +26.6% | +69.7% | +88.7% |
| 5Y | +98.9% | -12.8% | +111.7% | +97.2% |
| 10Y | +103.6% | +247.2% | -143.6% | +75.7% |
| All | +5,467.4% | +457.0% | +5,010.4% | +3,393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling