+153.3%
MO vs ACWI
+225.4%
-72.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +0.4% | +2.7% | -2.3% | -0.8% |
| 30D | +8.9% | -2.6% | +11.5% | +10.0% |
| 3M | +23.0% | -3.2% | +26.1% | +24.4% |
| 6M | +15.0% | +1.9% | +13.1% | +13.1% |
| YTD | +41.7% | +11.3% | +30.3% | +32.8% |
| 1Y | +43.3% | +11.7% | +31.6% | +34.0% |
| 3Y | +143.2% | +74.4% | +68.8% | +73.6% |
| 5Y | +154.7% | +59.5% | +95.2% | +90.4% |
| All | +153.3% | +225.4% | -72.0% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling