+11.0%
MO vs ALM
+247.3%
-236.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +0.1% |
| 7D | +0.1% | -11.8% | +12.0% | -0.2% |
| 30D | +7.1% | +7.8% | -0.6% | +7.4% |
| 3M | -2.0% | -9.3% | +7.3% | -1.6% |
| 6M | +7.3% | -30.5% | +37.8% | +7.6% |
| YTD | +23.5% | +75.8% | -52.4% | +23.3% |
| 1Y | +11.0% | +241.2% | -230.2% | +12.7% |
| All | +11.0% | +247.3% | -236.3% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling