+3,687.1%
MO vs AGI
+5,263.7%
-1,576.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.4% |
| 7D | -1.0% | -5.4% | +4.4% | -0.9% |
| 30D | +5.8% | +6.6% | -0.9% | +5.6% |
| 3M | -4.5% | +8.2% | -12.7% | -4.8% |
| 6M | +5.7% | -29.3% | +35.0% | +6.4% |
| YTD | +23.1% | -7.4% | +30.5% | +22.9% |
| 1Y | +10.9% | +7.9% | +3.0% | +10.2% |
| 3Y | +96.1% | +206.2% | -110.1% | +88.8% |
| 5Y | +100.1% | +397.6% | -297.5% | +89.6% |
| 10Y | +114.0% | +383.4% | -269.5% | +100.1% |
| All | +3,687.1% | +5,263.7% | -1,576.6% | +3,383.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling