+91.9%
MO vs AG
+278.6%
-186.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.3% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | +3.6% | +12.5% | -8.9% | +4.0% |
| 3M | -3.7% | +28.2% | -31.9% | -2.7% |
| 6M | +4.5% | -18.8% | +23.3% | +4.8% |
| YTD | +21.5% | +27.4% | -5.9% | +23.0% |
| 1Y | +9.5% | +132.2% | -122.7% | +11.8% |
| All | +91.9% | +278.6% | -186.7% | +93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling