+186.1%
MO vs ACI
+25.9%
+160.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +0.3% | +0.2% | +0.2% | +0.3% |
| 30D | +0.6% | +5.9% | -5.3% | -0.1% |
| 3M | -1.0% | -19.8% | +18.8% | +1.3% |
| 6M | +4.3% | -24.7% | +29.1% | +7.6% |
| YTD | +23.3% | -24.4% | +47.7% | +26.9% |
| 1Y | +10.5% | -31.5% | +41.9% | +14.9% |
| 3Y | +96.3% | -38.7% | +134.9% | +106.1% |
| 5Y | +98.9% | -42.8% | +141.7% | +107.1% |
| All | +186.1% | +25.9% | +160.2% | +192.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling