+13,190.4%
MO vs ALL
+3,785.0%
+9,405.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.8% |
| 7D | +3.3% | +5.0% | -1.7% | +2.1% |
| 30D | +7.5% | +13.3% | -5.8% | +4.5% |
| 3M | +22.8% | +3.2% | +19.6% | +21.8% |
| 6M | +13.4% | +25.3% | -12.0% | +7.5% |
| YTD | +43.0% | +30.5% | +12.5% | +34.0% |
| 1Y | +45.2% | +29.2% | +16.0% | +36.3% |
| 3Y | +145.5% | +119.1% | +26.4% | +102.0% |
| 5Y | +157.1% | +162.6% | -5.6% | +100.1% |
| 10Y | +153.3% | +378.8% | -225.4% | +71.9% |
| All | +13,190.4% | +3,785.0% | +9,405.4% | +5,658.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling