+141.6%
MO vs ALM
+901.8%
-760.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.4% |
| 7D | -0.8% | -7.2% | +6.4% | -0.9% |
| 30D | +8.0% | -26.4% | +34.3% | +7.6% |
| 3M | +20.9% | -38.6% | +59.5% | +20.1% |
| 6M | +16.3% | -61.0% | +77.3% | +15.6% |
| YTD | +40.7% | -7.4% | +48.1% | +39.4% |
| 1Y | +41.5% | +14.0% | +27.5% | +40.0% |
| All | +141.6% | +901.8% | -760.2% | +141.8% |
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