+6,298.7%
MO vs A
+539.8%
+5,758.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.9% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | +8.9% | +0.8% | +8.1% | +8.7% |
| 3M | +23.0% | +16.9% | +6.1% | +20.9% |
| 6M | +15.0% | +53.8% | -38.8% | +9.8% |
| YTD | +41.7% | +28.1% | +13.6% | +37.5% |
| 1Y | +43.3% | +15.0% | +28.3% | +40.6% |
| 3Y | +143.2% | +63.1% | +80.1% | +127.9% |
| 5Y | +154.7% | +11.5% | +143.3% | +146.2% |
| 10Y | +151.0% | +303.2% | -152.2% | +113.4% |
| All | +6,298.7% | +539.8% | +5,758.9% | +3,857.5% |
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