+149.3%
MO vs AR
+58.9%
+90.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.2% | +1.3% |
| 7D | -0.8% | +2.1% | -2.9% | -0.9% |
| 30D | +8.0% | +4.5% | +3.5% | +7.6% |
| 3M | +20.9% | +1.0% | +19.9% | +20.7% |
| 6M | +16.3% | +4.4% | +11.9% | +15.8% |
| YTD | +40.7% | +10.9% | +29.8% | +39.3% |
| 1Y | +41.5% | +8.6% | +32.9% | +40.1% |
| 3Y | +141.5% | +48.5% | +93.0% | +131.2% |
| 5Y | +153.1% | +95.7% | +57.3% | +134.0% |
| 10Y | +149.3% | +55.5% | +93.9% | +108.9% |
| All | +149.3% | +58.9% | +90.4% | +108.9% |
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