+45.3%
MO vs ALL
+42.7%
+2.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | +0.4% |
| 7D | +6.9% | +7.5% | -0.7% | +4.3% |
| 30D | +14.9% | +19.7% | -4.8% | +8.7% |
| 3M | +16.4% | +2.9% | +13.5% | +14.8% |
| 6M | +9.6% | +23.5% | -14.0% | +4.4% |
| YTD | +41.8% | +31.1% | +10.7% | +34.8% |
| 1Y | +45.3% | +40.5% | +4.9% | +35.6% |
| All | +45.3% | +42.7% | +2.6% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling