+97.5%
MO vs ALM
+958.0%
-860.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.4% |
| 7D | -2.4% | +3.6% | -6.0% | -2.4% |
| 30D | +3.6% | +33.8% | -30.2% | +3.8% |
| 3M | -3.7% | +14.8% | -18.5% | -3.4% |
| 6M | +4.5% | -7.0% | +11.5% | +4.7% |
| YTD | +21.5% | +108.1% | -86.6% | +21.7% |
| 1Y | +9.5% | +313.8% | -304.2% | +9.8% |
| 3Y | +93.6% | +2,227.6% | -2,134.0% | +96.2% |
| 5Y | +97.5% | +956.6% | -859.1% | +96.8% |
| All | +97.5% | +958.0% | -860.5% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling