+45.3%
MO vs AG
+29.4%
+16.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.1% | -7.8% | +2.0% |
| 7D | +6.9% | -2.6% | +9.5% | +6.7% |
| 30D | +14.9% | -12.1% | +27.0% | +14.1% |
| 3M | +16.4% | -6.6% | +23.0% | +16.1% |
| 6M | +9.6% | -20.5% | +30.0% | +9.1% |
| YTD | +41.8% | -7.4% | +49.3% | +40.9% |
| 1Y | +45.3% | +33.4% | +11.9% | +43.0% |
| All | +45.3% | +29.4% | +16.0% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling