+2,513.4%
MO vs AGG
+96.1%
+2,417.3%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | +5.8% | -1.0% | +6.7% | +5.9% |
| 3M | -4.5% | -1.3% | -3.2% | -4.4% |
| 6M | +5.7% | -2.1% | +7.8% | +5.9% |
| YTD | +23.1% | -1.2% | +24.3% | +23.2% |
| 1Y | +10.9% | -0.5% | +11.4% | +11.0% |
| 3Y | +96.1% | +12.4% | +83.7% | +94.9% |
| 5Y | +100.1% | -2.4% | +102.5% | +99.7% |
| 10Y | +114.0% | +14.3% | +99.6% | +113.5% |
| All | +2,513.4% | +96.1% | +2,417.3% | +2,363.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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