+111.2%
MO vs ALK
-39.2%
+150.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -2.4% | -3.0% | +0.6% | -2.0% |
| 30D | +3.6% | -14.6% | +18.2% | +5.6% |
| 3M | -3.7% | -10.6% | +6.9% | -2.9% |
| 6M | +4.5% | -6.7% | +11.2% | +4.1% |
| YTD | +21.5% | -19.8% | +41.3% | +23.0% |
| 1Y | +9.5% | -35.2% | +44.7% | +14.1% |
| 3Y | +93.6% | +1.4% | +92.2% | +79.6% |
| 5Y | +97.5% | -30.7% | +128.2% | +92.6% |
| 10Y | +111.2% | -37.4% | +148.5% | +89.7% |
| All | +111.2% | -39.2% | +150.4% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling