+110.9%
MO vs ALM
+2,589.2%
-2,478.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.3% |
| 7D | +0.1% | -11.8% | +12.0% | +0.2% |
| 30D | +7.1% | +7.8% | -0.6% | +7.1% |
| 3M | -2.0% | -9.3% | +7.3% | -1.9% |
| 6M | +7.3% | -30.5% | +37.8% | +7.5% |
| YTD | +23.5% | +75.8% | -52.4% | +22.3% |
| 1Y | +11.0% | +241.2% | -230.2% | +9.0% |
| 3Y | +95.0% | +1,872.6% | -1,777.6% | +86.2% |
| 5Y | +100.6% | +849.6% | -748.9% | +92.5% |
| All | +110.9% | +2,589.2% | -2,478.4% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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