+95.0%
MO vs AGI
+206.1%
-111.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | +0.1% | -2.7% | +2.9% | +0.1% |
| 30D | +7.1% | +7.2% | -0.1% | +7.1% |
| 3M | -2.0% | +4.3% | -6.2% | -1.9% |
| 6M | +7.3% | -27.1% | +34.4% | +8.2% |
| YTD | +23.5% | -6.6% | +30.1% | +23.1% |
| 1Y | +11.0% | +9.5% | +1.5% | +9.6% |
| 3Y | +95.0% | +208.4% | -113.4% | +72.7% |
| All | +95.0% | +206.1% | -111.1% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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