+334.0%
MO vs ALM
+7,705.7%
-7,371.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | +0.3% | -2.6% | +2.9% | +0.3% |
| 30D | +0.6% | +32.0% | -31.4% | +0.6% |
| 3M | -1.0% | -15.0% | +14.1% | -1.0% |
| 6M | +4.3% | -10.1% | +14.5% | +4.3% |
| YTD | +23.3% | +99.4% | -76.2% | +23.1% |
| 1Y | +10.5% | +316.4% | -305.9% | +10.1% |
| 3Y | +96.3% | +2,022.0% | -1,925.7% | +95.0% |
| 5Y | +98.9% | +941.2% | -842.3% | +97.7% |
| 10Y | +103.6% | +2,950.3% | -2,846.7% | +101.7% |
| All | +334.0% | +7,705.7% | -7,371.7% | +326.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling