+97.5%
MO vs ALL
+115.1%
-17.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -2.4% | -2.2% | -0.2% | -1.9% |
| 30D | +3.6% | -5.6% | +9.2% | +5.1% |
| 3M | -3.7% | +17.2% | -21.0% | -7.2% |
| 6M | +4.5% | +23.2% | -18.7% | -0.5% |
| YTD | +21.5% | +23.6% | -2.1% | +15.3% |
| 1Y | +9.5% | +29.2% | -19.6% | +2.7% |
| 3Y | +93.6% | +153.8% | -60.3% | +51.6% |
| 5Y | +97.5% | +116.1% | -18.6% | +60.8% |
| All | +97.5% | +115.1% | -17.6% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling