+153.3%
MO vs AR
+57.2%
+96.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.6% |
| 7D | +0.4% | +6.4% | -6.0% | +0.1% |
| 30D | +8.9% | +3.1% | +5.8% | +8.6% |
| 3M | +23.0% | +3.3% | +19.7% | +22.6% |
| 6M | +15.0% | +6.6% | +8.4% | +14.3% |
| YTD | +41.7% | +12.3% | +29.4% | +40.1% |
| 1Y | +43.3% | +12.3% | +31.0% | +41.7% |
| 3Y | +143.2% | +50.4% | +92.7% | +132.6% |
| 5Y | +154.7% | +101.0% | +53.7% | +135.1% |
| All | +153.3% | +57.2% | +96.1% | +112.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling