+94.5%
MO vs ALM
+1,934.4%
-1,839.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.6% | +10.9% | +1.2% |
| 7D | -1.0% | -7.1% | +6.1% | -1.1% |
| 30D | +5.8% | +24.7% | -18.9% | +5.9% |
| 3M | -4.5% | +8.3% | -12.8% | -4.4% |
| 6M | +5.7% | -22.2% | +27.9% | +5.9% |
| YTD | +23.1% | +88.1% | -65.0% | +22.8% |
| 1Y | +10.9% | +272.4% | -261.4% | +10.2% |
| All | +94.5% | +1,934.4% | -1,839.9% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling