+143.3%
MO vs ACI
-31.0%
+174.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +8.9% | +4.9% | +4.0% | +8.0% |
| 3M | +23.0% | +11.1% | +11.9% | +20.8% |
| 6M | +15.0% | -14.9% | +29.9% | +16.8% |
| YTD | +41.7% | -19.6% | +61.3% | +44.9% |
| 1Y | +43.3% | -22.7% | +66.0% | +47.3% |
| All | +143.3% | -31.0% | +174.2% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 3y: compounded portfolio wealth divided by compounded ACI 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…
3y analysis · Full analysis span regression · 6 months rolling