+153.1%
MO vs AG
+4.5%
+148.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | -0.8% | -4.0% | +3.2% | -0.8% |
| 30D | +8.0% | -13.1% | +21.1% | +7.9% |
| 3M | +20.9% | -22.0% | +42.9% | +20.8% |
| 6M | +16.3% | -37.3% | +53.6% | +16.5% |
| YTD | +40.7% | -11.2% | +51.9% | +40.0% |
| 1Y | +41.5% | +23.9% | +17.5% | +40.0% |
| 3Y | +141.5% | +225.1% | -83.6% | +127.4% |
| 5Y | +153.1% | +7.7% | +145.3% | +148.2% |
| All | +153.1% | +4.5% | +148.6% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling