+98.0%
MO vs AR
+46.7%
+51.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | +0.3% | +2.5% | -2.2% | +0.3% |
| 30D | +0.6% | +14.8% | -14.2% | +0.6% |
| 3M | -1.0% | +6.2% | -7.2% | -1.0% |
| 6M | +4.3% | +4.3% | +0.1% | +4.4% |
| YTD | +23.3% | +14.4% | +8.9% | +23.5% |
| 1Y | +10.5% | +21.3% | -10.9% | +10.7% |
| All | +98.0% | +46.7% | +51.3% | +94.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling