+1,258.0%
MO vs AG
+264.0%
+994.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.0% | +0.8% |
| 7D | +0.4% | -6.0% | +6.5% | +0.6% |
| 30D | +8.9% | -14.3% | +23.2% | +9.3% |
| 3M | +23.0% | -26.9% | +49.9% | +23.8% |
| 6M | +15.0% | -42.1% | +57.1% | +16.3% |
| YTD | +41.7% | -15.9% | +57.5% | +41.0% |
| 1Y | +43.3% | +11.5% | +31.8% | +41.2% |
| 3Y | +143.2% | +208.0% | -64.8% | +127.4% |
| 5Y | +154.7% | +2.4% | +152.3% | +145.5% |
| 10Y | +151.0% | +77.0% | +74.0% | +129.7% |
| All | +1,258.0% | +264.0% | +994.0% | +957.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling